How do I create a query deleting all files that begin with a specific lrtter?

When you say "...all files", do you really mean "...all records"?

Assuming that your intention is to delete records, not files, here're a couple of
examples that you can try in Northwind:

This one returns all Employees whose last name begins with "D":

SELECT Employees.*, Employees.LastName
FROM Employees
WHERE (((Employees.LastName) Like "D*"));

You could then turn this into a Delete query (don't actually run it) with this:

DELETE Employees.*, Employees.LastName
FROM Employees
WHERE (((Employees.LastName) Like "D*"));