Caldwell has a biography called The Push that talks about his time being held captive and how they managed to escape, as well as his seven year long project of climbing The Dawn Wall.
There's also a film currently in theaters called The Dawn Wall that is mostly about his climb, but does also talk about his time in Kyrgyzstan. List of screenings for the film here.
I highly recommend both the film and book, even to a non climber. He has had quite an interesting life that makes for a very good story.