There are no pre-Columbian Aztec books remaining: the colonists managed to get every last one. However, there are a few books written by Aztecs left from the period after the Spaniards occupied the land, with translations/explanations written in Spanish.
The Aztec writing system was very similar to Mixtec. Neither had a syllabary; both used text to support pictures instead of using pictures to support text; both used visual puns to represent words, especially city names.
Aztec used colour as an integral part of the communication, which is very unusual. In English writing, the letters can be in different colours, but the colour is usually not meaningful. (One exception is on the Web, where hyperlinks are conventionally in blue. However, changing the colour of modern glyphs does not change the meaning of the word.) Latin letters also (almost) never have different colours within that a letter. The descender of a “g” is almost never a different colour than the “o” part of the “g”, for example, and even if it were, it would still be a “g”. However, in Aztec, glyphs were multi-coloured, and changing the colours could sometimes change the meaning.
In modern writing systems, we are used to text being linear. Latin script is read left to right (then top to bottom); Arabic script is read right-to-left (then top to bottom); Chinese and Japanese are sometimes read top-to-bottom (then right-to-left). However, in cultures that read left-to-right, it is assumed that if you have a bunch of pictures, you start at the left and move to the right. The reading order affects us readers so much that we European-language-readers unconsciously tend to start looking at any scene the left and moving to the right. Arabic readers look at the right first and then move left. This tendency is so strong that in Hollywood movies, monsters almost always appear from the right to increase the surprise.
However, Aztec (and Mixtec) look more like annotated pictures, and like annotated pictures today, don’t have a clear order. If you don’t have a cultural bias to read left-to-right or right-to-left, and if your writing does not have an inherent order, how do you tell your readers which direction the narrative proceeds? In Aztec, they sometimes solved this problem by showing footprints leading from one point to another, in the same way that we might use arrows.