Lovecraft wrote about cosmic horror - The specific horror of the unknown coupled with the realization that mankind is a meaningless speck in a much larger, horrible and malevolent universe....
It actually depends. You would use which if you were asking what book they wrote among a certain selection of books. You would use what if you were just asking in general.
You learn how to write a book. Here are some links to get you started -- then you go get some How-To-Books or take some classes! It's either that or get ready to hire someone to write the book --...