For some applications, such as the F31, you will need to have your university provide letters for support or something. My F31 application required that I have the department chair provide a letter that certified I was an acceptable candidate and VU was commited to diversity. I also needed to provide another letter that indicated that my institution had adequate resources. My main advice on these matters is to make sure you read the instructions very carefully in the application instructions and take care of these administrative tasks early. There isn't really much for you to do with these letters other than the coordination to make sure you receive them and that they are properly formatted and look to include all the necessary items. These are definitely items to ask your PI how to acquire. It may require you emailing some office, or they may have a personal connection or they may be the person who writes these letters for the institution.