From StrategyWiki, the free strategy guide and walkthrough wiki

There are many books in the game, some raise skills, here is a list of them

Name	Skill Raised	Location (only one)
Ransom of Zarek	Athletics	Arena Cupboard
The Death Blow of Abernanit	Block	Anvil Fighters Guild chest in the 2nd floor
The Wolf Queen Book 2	Hand to Hand	Castle Skingrad
Beggar	Athletics	Cloud Ruler Temple, Main room, back right shelf
Mythic Dawn Commentaries 2	Destruction	Main Quest here (spoilers)
Mythic Dawn Commentaries 3	Illusion	Main Quest here (spoilers)
Mythic Dawn Commentaries 4	Mysticism	Main Quest here (spoilers)
The Gold Ribbon of Merit	Marksman	Dark Brotherhood Sanctuary Training Rooms
The Rear Guard	Light Armor	Dark Brotherhood Sanctuary Training Rooms