"How come on the earth this scrap has beenis here?"

Or "why on earth is this scrap here?" You can't really mix and match those expressions :)

The tense you've used here works in some similar situations, but doesn't seem appropriate for this one. Maybe you arrive at your workplace and there's a scrap of paper on the floor. You notice it, but don't do anything. When you break for lunch, you go and look and it's still there. You might say "Why has this scrap of paper been here all morning?"

"From the beginning, are these letters alphabets?

I'm finding it very hard to figure out what you mean by this.

I'll makwrite several question sentences about the scrap for my practice.

It feels really unusual to use "make" here, to me.

With what was the message was written?

With the correction this is fine, especially following after the previous sentences - matching the structure like this is something a native would happily do. I just want to note that the more natural way to say this, especially if it was the only question you were asking, would be "What was the message written with?"

Inked pPen, pencil, or…?

Sometimes people say "ink pen", but it's usually not necessary to specify.

What if the scrap would burnet toburned up and disappeared after I finished reading it?

Maybe? Not sure if this is exactly what you mean.

The grammatical way to structure your sentence would be "What if it was to burn up" or "What if it were to burn up". Not "would". But it sounds kind of bookish to talk like that, sometimes - I think most natives would phrase it like this.