Speaking as cabin crew, at the airline I work at, if customer services receive a complimentary letter about a member of crew or indeed the whole crew it is forwarded on to the relevant crew member/s and also their line managers. A copy is also placed onto the crew member's personal (personnel?) file. I would imagine the same procedure applies for flight deck crew as well.
Obviously I can only speak for myself but if someone had taken the time to write/email a complimentary letter about me I'd be quite touched and feel that I must be doing something right!