Here is a guide that shows the locations of all the Penny Dreadful books in Red Dead Redemption 2.
Red Dead Redemption 2 Penny Dreadful – Where to Find - GameRevolution
From where do I get that book Jack asks for? : r/reddeadredemption
Red Dead Redemption 2: Where to Find Penny Dreadful for Jack
Item Requests, Red Dead Redemption 2 Points of interest
Red Dead Redemption 2 book - Video games & consoles
Item Requests Guide
Errand Boy, Red Dead Wiki
Red Dead Redemption 2: PENNY DREADFUL BOOK - Jacks Request Side Mission
Red Dead Redemption 2 Penny Dreadful Book Location Jack Request