Tywin Lannister is a renowned strategist and, as Hand of the King, has a privileged position at this point. It's not surprising that he is still managing the armies and trying to create new alliances from King's Landing, in the name of the king.
The book gives us some clues about the letters he was writing:
"[Tywin discarding an alliance with the Greyjoys]. Granted enough time, a better option may well present itself. One that does not require the king to give up half his kingdom."
Tyrion watched his father closely. There's something he's not saying. He remembered those important letters Lord Tywin has been writing, the night Tyrion had demanded Casterly Rock. What was it he said? Some battles are won with swords and spears, others with quills and ravens... He wondered who "the better option" was, and what sort of price he was demanding.
A Storm of Swords - chapter 19 (Tyrion III)
The night Tyrion had demanded Casterly Rock is a reference to their scene together in S03E01 / book chapter 4.
Warning: big spoiler ahead, I would really advise you not to read it until you have at least finished the season 3 of the show
We learn later that the reason Roose Bolton and Walder Frey betrayed the Starks and dared to do the Red Wedding is because Tywin Lannister is behind them (small council scene in S03E10 / book chapter 53).
Given the tone he used to explain the letters and the event that followed, it's not crazy to assume he was preparing the said event with those letters, thus making them quite important. Important enough that he could not tell anyone around him what they were exactly about. It seems to be the conclusion reached by Tyrion himself too. In both the book and the show, we learn that Tywin is the real mastermind at the end of the small council from the mouth of Tyrion, when they are alone (he is the only one who seems to have understood). But in the book, he even go as far as to quote the words Tywin used to explain the mysterious letters and then adds "I mislike being left in the dark", making it clear that he thinks there is a connection between them and the Red Wedding. And Tywin doesn't deny.
By sealing those letters, he is actually sealing the fate of House Stark.