Hey MHB welcome to the group,
The main book would be World book 4. It has stats and races and an overview of the land masses and history. There is an older World Book, #3 that also has unique information it it.
The continent of Jaiman has a few books; the Most recent and important being Haalkitaine, a module called Jaiman and an older book called Cloud Lords of Tanara. The Cloud Lords is not a must.
The continent of Emer has to major books : Emer Book I: Haestra, The Northwest, Emer Book II: The Northeast. There is also Eidolon: City In the Sky, it has a fair bit of info.
Good luck!