I find such threads always a bit difficult, without the IPA symbols we will surely talk about different sounds.

Take "C", you write 'Cee' to show the sound, I could write the same to show the sound in German, but the pronunciation is very different. The best way to show it would probably be 'Tse', though I'm not entirely sure how you pronounce that.

The "H" is 'Haa' in German, but unfortunately I don't know how to show you the proper pronunciation for that, maybe when I'm less lazy and hunt the character set for the IPA symbols.
Bascially "H" is just exhaling with your mouth wide open.

"Z" is named 'Zet', but the German 'z' is unvoiced and a hard sound in comparison to the voiced English "z".
"W" would be 'Wee', and "Y" is 'Ypsilon'.

Ok, lets do the whole alphabet, but remember, pronuciation might be different from what you expect.
Aa
Be
Tse
De
Ee
Ef
Ge
Ha
Ii
Jot
Ka
El
Em
En
Oo
Pe
Qu (Ku)
Er
Es
Te
Uu
Vau (Fau)
We
Ix (Iks)
Ypsilon
Zet
and the special letters
Ä
Ö
Ü
SZet (for the letter ß)