Again, thank you all a lot for the help.
My concern was that in the website of the PhD programs, it is written that all the application materials should be uploaded through the online application system, which is usually governed not by the department itself. And it is also written that no material should be sent to the department directly.
I have not applied to any PhD yet. I will apply next semester, deadline of which is December 2015. So, if I should and I can upload my Sponsorship Letter during the online application period, I will try to get my Sponsorship Letter until december and to do that I will deal with some bureaucracy now. Therefore, what I need to understand is whether I should and I can include my Sponsorship Letter in my online application which ends in December. Do you know anything about this?