Ä or ä are letters used in some languages. Ä and ä are both just "a"s with umlauts.
Ä or ä is one of the 4 extra letters used in German. It can be replaced by using the letters Ae or ae. In English language newspapers it is often written as A or a but this is not correct. Ä and ä are usually pronounced like the "e" in "bed".
Internet addresses are written as "ae" because the internet address system can only understand ordinary English letters.