A = autoroute/autostrada or the équivalent in most parts of Europe, which is a limited access freeway.
In Germany, the autobahns are not tolled. However they are extremely boring and always clogged with road works that never finish, congestion, and radars.
In Italie, the autostrada are tolled.
E is just "European route" which crosses national borders, and in Belgique, they function as the désignation for autoroutes.