Check the content and weightage of the exam which you are planning to take from the SAP website at http://www50.sap.com/useducation/certification. Then select the books based on this content.
I don't think there is one book with all the information required to pass the exam. If you are a beginner I would advise you to go through the book SAP BW -- A Step by Step Guide written by Biao FU and Henry FU or Mastering Business Warehouse by Kevin McDonald. Be advised that these books won't have information on BW 3.X.
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