Books & Tomes are as common in Sanctuary as in any other world. The writings of men, angel and demon kind alike numbers in the thousands. A few of these are known works from the Diablo Universe for us mere earthlings.
A lot, but not all, of the material that sums up what we know of the lore about Mr D comes from "in-world" books, and as such is prone to fault and inconsistencies, like sources might be in our world. This is of course also a perfect way for Blizzard to keep most of the material "real" in terms of retcons and "canon" facts.
Read more about the sources of Sanctuary on the Book article, and its related individual books.