Dhamma.
Dhamma is a small slanted line with a curl at the beginning that can be found on top of any single arabic letter. It looks similar to the Arabic letter 'Waaw'. When added to the letter, the sound of the vowel 'u' will be added.
For example:
Alif + Dhamma = Oo
Baa + Dhamma = Bu
Taa + Dhamma = Tu
Thaa + Dhamma = Thu

Here's a link to the printout of the picture below. Feel free to print as many copies as you want and use them to test each other!
1) Watch the video as many times as you like
2) Look at the picture on the right and verbally add the sound of dhamma
3) Practice pronouncing each letter several times

Note: In this case, the last letter of the alphabet 'hamza' is written on top of the letter 'alif' as the sound the letter carries is the same as alif
Baa
A