As others have said, lights really may not be needed (depends a lot on the camera you're using).
Here are two textbooks, the first one is pricey but will walk you through making a film (you can rent the book if you don't want to buy). The second book will give you a history of the genre and the different types of documentaries that exist and when/where they formed, this book will also list a lot of films to watch for good examples of tropes.
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not so much text books but collections of essays, I have three books from white chapel and really love them and they have pushed me in terms of how I think about documentary. https://shop.whitechapelgallery.org/collections/documents-of-contemporary-art?sort_by=manual