Some look like the current Greek letters and some like the Latin ones. Apparently the Greeks who moved to Italy and spread the Greek alphabet were the ones who used the versions that look more "latin" in the list.
The current Greek and current Latin alphabets are a mix of these different versions.
Current Greek capitals and next how they are pronounced with latin letters:
Β V (it used to be pronounced as B in certain regions but now we use MΠ for the B sound)
Γ GH similar to how the Dutch pronounce G and sometimes similar to how the French pronounce R (depends on what follows)
Δ TH as in this (it used to be pronounced as D in certain regions but now we use NT for the D sound)
Η I (sometimes it sounds as the english H, it depends on it's place in the word)
Θ TH as in thorn
Υ I (sometimes a stretched I)
Ω O (a stretched O)
Before 403BC (when the Athenians decided for a universal Greek alphabet) we used to have F and Q as you can see in the link. F had a sound similar to F or V (similar to the German V and W) and sometimes H and was replaced by a certain apostrophe above letter "r" or above the vowel it should precede. Q used to be pronounced as a strong K (as in latin) but after 403BC we use K in every case and the way it sounds depends on what follows. S is still used instead of Σ when it's located at the end of the words.
PS I edited this post 100 times but it's really hard to show how some Greek letters sound just by using a Latin one without further explanation. I'm still not completely satisfied with the explanations I gave, but this thread isn't about teaching Greek so I stop here