English doesn't name letters that way. In writing, you just use the letter itself, generally capitalized and often with quote marks around it. For example:
Some words that begin with 'M' are marriage, money, and military.
That said, each letter does have a characteristic way to say it, such as when you're reciting the alphabet.
A - ay
B - bee
C - see
D - dee
E - ee
F - eff
G - gee (with a soft g like in age)
H - aitch
I - eye
J - jay
K - kay
L - ell
M - em
N - en
O - oh
P - pee
Q - cue
R - are
S - ess
T - tee
U - you
V - vee
W - double you
X - ex
Y - why
Z - zee or zed
Mostly, these pronunciations are not written down, though you can use them to emphasize a sound rather than the symbol used to write it. For example:
Some words that begin with an 'em' sound are marriage, money, and military.