Measure the diameter of the widest fitting on the tube that holds the cord in the lamp kit. You need to drill the hole through the books slightly wider than this fitting.
Drill through the cover with a forstner drill bit in the required size. Drill the hole in the center of the cover.
Clamp the covers of the book tightly together to hold the pages still. Use a spade drill bit the same size as the fostner drill bit to drill through the pages. Switch back to the fostner bit to drill through the other cover.
Stack the first book on top of the second as you want them stacked in the lamp. You can stack the books neatly or randomly. Stick a pencil in the hole and circle it around to mark the desired placement of the hole in the second book. Drill the hole in this book as you drilled the hole in the first book. Continue drilling books until the stack of books is the desired height.
Run the metal pipe for the cord through the stack of books, and assemble the lamp according to the kit's instructions.
Add a lamp shade that suits the style of your lamp.