Topic One book - All in one World of Warcraft story
There isn't a single book that covers all the story and lore pertaining to the World of Warcraft.
Instead, there are many that cover various bits. So if you want to know everything, you have to read a lot of books :P
The US website has a nice page with an overview of all the novels, manga, comics, and so on. It's worth taking a look at:
Which ones to read is a matter of choice, but I'd suggest a reading order ala:
Although of course, if you have a desire to read a specific book, you can do so as well :)