While you can't learn martial arts exclusively from books, you can improve upon your skills by reading. While reading training books can teach you techniques that can later be drilled and reinforces moves learned in class/training, that is only part of the equation. Books provide you with concepts and deeper understanding of the why and sometimes how of training for whatever style you are focused on whether that is self defense, developing as a better artist or inside the octagon.
With that, here are some of the training books I've read, broken down by topic. Each topic is listed in the order I enjoyed them most. Of note, just because a book is listed at the bottom doesn't necessarily mean it is bad, it just means that I enjoyed some of the other books on the same topic a little more.