Dear Mr./Ms,
I am willing to join yours university, speacially a programming course. Now I am studying few programming languages like C++, Delphi, Pascal . I've got few questions. What kind of documents should I send? On what dates I should send those?
Respectfully Yours,
L.M.

Sending a letter is not needed, and won't help.
Find each university or college online and the directions for applying will be there, along with where to send it by email or through the mail, and phone numbers, courses, requirements, financial aid - everything you need.

Where do you want to go to school? It's too late to apply now for the year about to start in a month. Maybe the half year term, or next September.

I would say:

Dear Sir/Madam,
I would like to join your university, especially a programming course.
I am now studying a few programming languages like C++, Delphi, Pascal.
I've got a few questions.
What kind of documents should I send?
On what dates should I send those?
Respectfully Yours,
L.M.

Hope it helps