Happy New Year!
I don't know of any ONE book that covers everything you are going to want to know.
Generally, there are two kinds of books, those that cover everything (or nearly so) in general, and those that cover a specific thing (like US rifles or the Luger, etc) in more detail.
Some are written for everyone mildly interested, some are written by collectors, FOR collectors. If you are going to collect WWII arms, you should build not only a collection, but a library along with it. First, so you have reference and research material, and second, if these guns are intended to be passed down through the family, having books and documentation about what they are (and what they are worth) can be important to preserving your investment.
Good books (not cheap) give you good, (usually) solid information about everything concerning the guns, EXCEPT current market values. Due to the modern era, collector interest, and market pricing changes too fast for any book to keep up with. However, published prices (note the DATE of the book) can give you a useful reference point. For instance, knowing that a 1936 s/42 P.08 in fair condition was worth $750 and in VG condition worth $1500 in 2006 (copyright date of Standard Catalog of Luger) gives you no idea about where today's price range is, but does tell you some useful things.
WWII stuff hit a bubble (all historical arms do, and go though several as time goes on), with the 50th anniversary of the war, another with the popular success of entertainment (movies, etc), which rises and falls (slightly) over time, usually never quite going all the way back down, even when interest wanes.
That $29.95 GI 1911A1 in the late 50s became a $300 GI 1911A1 in the early 80s and then became an $800 GI 1911A1 after Saving Private Ryan and Band of Brothers, etc....
In a bit more than 20 more years, we'll be looking at the centennial of WWII. Expect EVERYTHING WWII to jump in value as interest peaks.
One book to have in your library is Small Arms of the World (Smith & Smith). It has a lot more info than just WWII stuff, covers everyone, and all the major arms used, and some of the minor ones, and even some of the rare prototypes. Also has operating and field stripping instructions for all the major types.
This will give you a decent overview of all the combatant nations arms, from handguns through machineguns, and give you an idea of how large a field it is. From there, you decide which way you want to go, get an example of everything you can is one way, get specific guns (maker, type, markings, etc) another. Or getting an example of all the US rifles, another. The possibilities are huge, and entirely up to your interest (and your wallet
)
I just sold one of my WWII rifles to a friend (he begged for it
) a rifle that had been hanging on my wall for 30 years, that I paid $75 for, brought me $450. Now that $450 might not buy as much as the $75 did then, but I FEEL like I made money...
Lots of folks here on TFL have a lot of information (some of it is even right!
) and we're happy to share and help.
Good Luck, and enjoy!