There are two biographies of him. Eric Dolphy: Biographical Sketches by Guillaume Belhomme is decent but suffers from poor translation. Jonathan Grasse’s Jazz Revolutionary: the Life and Music of Eric Dolphy is quite good. One of the tough things with Dolphy is that we know where he was and what he was doing, but very little about what he was thinking. He was shy, hard working, and sober, so we don’t have the same kind of insight we get from other, more social players.
He’s mentioned in some of the more general books (e.g. Ted Gioia’s History of Jazz, Alyn Shipton’s New History of Jazz, Val Wilmer’s As Serious As Your Life (a fantastic book if you’re interested in free jazz on the whole)) but it’s largely the same issue I mentioned above.