We live in a great time for finding answers to all kinds of questions quickly and easily — on the "information superhighway," of course! Resources for learning and practicing Spanish are all over the Internet. Just type in a few keywords (like "Spanish alphabet" or "audio Spanish alphabet") into your favorite search engine, and you'll have at your hands mucha información.
I found this example within a few seconds: About.com offers a sound file that pronounces the letters of the Spanish alphabet. Your online searches are going to bring up lots of stuff that may take a while to sort through, so you're smart to look to teachers, native speakers, your local library, and bookstores for help, too.
I'm sure you'll do well with your studies. Spanish is not so different from English. Here are "official" letters of the Spanish alphabet from the Real Academia Española: a, b, c, ch, d, e, f, g, h, i, j, k, l, ll, m, n, ñ, o, p, q, r, s, t, u, v, w, x, y, z. You'll discover that some resources leave out letters like W (sometimes called doble ve) and others include letter combinations like RR, which doesn't sound the same as a single R.
Learning a new language can be a big deal at first. Hang in there. Next thing you know, you'll be talking all about it — in English and more.