Just copy them into the Podcasts folder (Unless they’re audibles, which, I think, go in the audibles folder) . You’ll then get a Books folder in the top-level menu, tap the centre of the control and you’ll see your books listed. Select a book and tap play/pause to start playing, or select a book and tap centre of control and you’ll get a list of chapters. You’ll see a little white marker on the left if you previously quit in the middle of a chapter - selecting that chapter and tapping play/pause asks if you want to resume where you left off or start back at the beginning of the chapter.
Persevere, It works well when you get used to it.
