These letters are used in the Latin alphabet but are not used to write native Latin words. They instead are used to write borrowed words, usually from Greek.
K equals C, but does not change sound. Ch also equals C and also does not change sound. Th equals T and was used to mark a word with a Greek Theta. Ph equals F. Y equals I. Z makes the same sound it does in English. ZG makes the same sound as the S in the English word Treasure. This sound is only found in Slavic names written in Latin and is thus rare.