1.With form should I use in formal letter :on website or at website
2.How to write? Website, Website or Web site (formal letter)

I help manage a large site. Our editors use "website" (one word) as the standard.

As for "on" versus "at" I think it depends on the usage but "at" seems more pervasive.

1) I would use "on". Example, "you can find last night's scores on ESPN.com".
2) Merriam Webster lists it as two separate words, so use that. Although, like NeedKarma pointed out, it can be written as one word, but that is a matter of writing style.