Probably the best way is to get someone (who knows it) to send it to you (using a cheap key/buzzer arrangement)... although I have used ready-made (prerecorded) training tapes (with random letters/numbers sounding at gradually building speeds).
There are, for some letters, catchy sing-song phrases to help you remember them. Short words/syllables = dits. Long words/syllables = dahs
If I remember correctly...
Fit A Fai- ry .._. di, di, dah-, dit (F)
Here comes the queen --.- dah, dah, di, dah- (Q)
Hope this helps.
Cheers.
Q