...RPing a religious zealot, eh?
The Bible doesn't exist in TES. There's no Bible-equivalent for the Nine Divine either. Closest thing for any religious organization would probably be the Mysterium Xarxes for the Mehrunes Dagon cult.
Or "Ten Commands: Nine Divines", although that's more of a sermon or commentary rather than a holy book in and of itself. My Paladin still carries one with him everywhere he goes.
As previously mentioned, though, the only actual "holy books" in the vanilla game are associated with cults of questionable morality, so unless you're RPing an
evil religious zealot, you're pretty much out of luck.