Search for X at the beginning of a line within a multi-line string
You might have to play with CHAR(13) and CHAR(10) depending on the source of the text, but this might be simply:

WHERE CHAR(10) + col LIKE '%' + CHAR(10) + '[A-Za-z].%'
------^^^^^^^^ in case the text *starts* with a lettered list


Note this will also find:

Some sentence is here

a. foo

Some more text later


If you need to only return rows where there is a list with two or more lines, you may not want to do this in the database, because it would require much more complicated parsing. In fact in that case - and if I couldn't perform the parsing outside the database (or in the database with CLR RegEx), I would probably use an ordered split function.