Nobody would say this in English as the default answer is currently worded "I do not keep their letter".
Depending on what the Indonesian sentence means exactly, the most natural English would be one of these:
- I did not keep their letter.
- I do not still have their letter.
- I do not keep their letters.
Using the present tense makes it seem like a habitual action, which makes no sense with a single specific letter as the wording implies. It literally reads like the missing context would be something like "On a regular basis they give me their letter. But I do not keep their letter. I give their letter back each time."