How do i open an image to use it as Texture2D information without D3DX11CreateShaderResourceViewFromFile? And how it works for different formats like (JPG, PNG, BMP, DDS,  etc.)?

I have an (512 x 512) image with font letters, also i have the position and texcoord of every letter. The main idea is that i want to obtain the image pixel info, use the position and texcoords to create a new texture with one letter and render it. Or am I wrong in something?

First you would load your image into an array of bytes, representing the pixels of the image, essentially a bitmap. Then you can manipulate this array any way you like, including extracting portions of it to form a new texture. A pixel at location {x, y} would be addressed as

data[y*imageWidth + x]

To load a bitmap you could write you own parser by looking at the specs of a specific file format (BMP is fairly straightforward to load, others more challenging), or you could save yourself some time and use a library that does it for you. I prefer stb_image, it's lightweight and easy to use.

After that it's simply a matter of using DirectX API to initialize a Texture2D with your data. IIRC, you can pass a pointer to your bitmap as pSysMem member of D3D11_SUBRESOURCE_DATA, when calling ID3D11Device::CreateTexture2D.

Another option would be to actually preprocess you font into a set of textures, one per character. Again, stb_truetype by the very same Sean Barrett could do that for you.

Yet another option is to actually use a single font texture and use appropriate UV coordinates to draw a protion of your texture, containing the desired character. Personally, I would go with this option (I have tried both recently, and having a single texture just meant that much less bookkeeping, although it may well be different with your project), and since you already know the texcoords of each character in you texture, it shouldn't be too hard to implement.