There are some how-to pages here, here, here, here, here, here and here. If you want a book, I recommend looking at a reprint from Dakota Prairie Treasures on Ebay, Etsy, or dakotaprairietreasures.com.
For more ideas check out these video tutorials:
How to Fingerwave Part 1 and Part 2 - a clear demonstration of how to make s-shape waves using fingers and a rat-tail comb.
Vintage Hair Styles for Women - 1930's by WildilocksTreats Part 1 and Part 2 - a demonstration of how to create waves using a straightening iron to curl the hair in rows of alternating curls and then styling.
Finger Wave Tutorial Part 1 and Part 2 - A finger-waving tutorial using wave clips.
Trend: Dior 1920s AW 09/10 - a modern interpretation of 1920s hair and make up.
Hotter Than Fire - a 1920s fingerwave created using combs incorporated into a modern punk hairstyle.