The isometry Y:H→HE⊗H is
Y=(A1⋮AK)=∑k|k⟩⊗Ak .
Clearly,
trE(YρY†)=∑kltr(|k⟩⟨l|)AkρA†l=∑kAkρA†k ,
as desired.
Moreover,
Y is an isometry,
Y†Y=I, i.e., its columns are orthonormal, which follows from the condition
∑kA†kAk=I (i.e., the map is trace preserving).
Now if you want to obtain a unitary which acts on |0⟩⟨0|⊗ρ the same way Y acts on ρ, you have to extend the matrix Y to a unitary by adding orthogonal column vectors. For instance, you can pick linearly independent vectors from your favorite basis and orthonormalize. (Clearly, U is highly non-unique, as its action on environment states other than |0⟩ is not well defined.)
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