Good to have you join the forum. Make yourself at home and stay a while.
As for a one book that would cover all flies that are available to fly fish with, you will be hard pressed to find just one book to service your needs. You will most likely start to aquire a library of books that will broadly describe many different flies and the insects that they represent.
Frank suggestion of Dave Hughes book is a great book and will help you or anyone else for that matter interested in learning more about bugs and flies. I like this book and is one of the first that I bought.
I had the fortune to pickup "A.K. Best's Fly Box" by A.K. Best for a mere $6 at Gandar Mountain. I must say it is a very good book and will help you more than you can imagine. It has great photos of the flies and the insects side by side to help you in your identification. As well as step by step tying instructions for some of the more popular patterns. It retails for $24.95 but it would be worth it for the full price. Check with Steve Robbins aka The Full Creel and I'm sure he can get it through The Full Creel Fly Shop
. Just PM him and he'll fix you up.
I hope this helps.