I have just installed Book module. I see that chapters can be add only in HTML format.
Is it possible to have let's say set of *.pdf or *doc files??
Like each file is chapter or subchapter.
If I correctly recall, .doc are not supported. For .pdf, you can try to embed it inside an HTML page, or let a book HTML page open it in a new browser window.
If you have many .docs, a better idea would be create the page in the book module then copy and paste the word document into teh HTML editor: then use the "clean Word HTML" button to optimize your page stripping off excessive or unwanted Word formatting.