Basically, it’s all about creating a specific save file for the Book of Fables. At the end of the first episode, you have to make a choice and no matter what you choose, you will get a book of fables. The other choice gives you the last book.
The place where all this happens is Chapter 6: A Light Snowfall. You have two options at one point Wolf’s Rage or Wolf’s Mercy and you should choose the one that you don’t want to choose. Then simply rewind after getting the Book of Fables and make the choice you’d originally wanted to make and you will have all the Books of Fables! Pretty easy!