Check this:
DECLARE @tmp TABLE (Num INT, Alphabet VARCHAR(5))
INSERT INTO @tmp (Num, Alphabet)
VALUES(1, 'A'),
(1, 'B'),
(2, 'C'),
(2, 'D'),
(2, 'E'),
(3, 'F')
SELECT Num, [1] AS Alpha1, [2] AS Alpha2, [3] AS Alpha3
FROM (
SELECT *, ROW_NUMBER() OVER(PARTITION BY Num ORDER BY Alphabet) AS Alpha
FROM @tmp
) AS DT
PIVOT (MAX(Alphabet) FOR Alpha IN([1], [2], [3])) AS PT
Result:
Num Alpha1 Alpha2 Alpha3
1 A B NULL
2 C D E
3 F NULL NULL