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Numbering like this depends on two things: the building blocks that make up the CurrentPage variable that's in each page footer, and the settings in the book file that control what goes into the building blocks -- in this case, the prefix.

1. On the Master pages of Appendix A, open the CurrentPageNumber
system variable that's probably in the footer already. You want to
modify the definition to include either the <$chapnum> or <$volnum >
building block and your hyphen in front of the pagenum building clock.
It'll look something like this:
   <$chapnum>-<$curpagenum>
Save the modified variable and save the file.

2. In the book file, select Appendix A, right click, select
Numbering and then either Chapter or Volume, depending on which
building block you chose in the previous step. Set the numbering to
start with A and be Alphabetic. Apply and Save.

Save the book file and then update. Check Appendix A to make sure it's
numbering correctly, and check the TOC and your lists to see if the prefix popped.

If it all works, in the book file, select the other Appendix files, TOC, Glossary, etc. and Import Formats > Variables. In the book file, repeat the numbering step, but set the following Appendix files to Alphabetic and to increment. For the Glossary and Index, set the Chapter Number property to Text and type the title. Apply and Save and update.

(There are a couple other ways to do this, for instance, you can also do this with separate variables instead of putting it all into the Current Page, but that's a slightly different technique.)

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