[QUESTION] How to make a list like directory

Hello,
I have just started using this theme and, to be honest, it is awesome! It is very flexible and has so many options that it is sometimes hard to use.

Today I have been trying to figure out how to make a list like directory as a post (see attachment).

I want to make it so every time I click on a letter it navigates right to list that starts with the same letter.

Not only do I want to make it do that, I also want to know how to create such a list in 2 columns.

I find it hard to describe, so I have made a picture that I have added as an attachment.

Thanks in advance!
I really hope it is possible to create something like this.