We believe that God gives his Messengers revelation which are written down in the form of books and scrolls. We dont know how many their are, nor do we know exactly how many prophets and messengers there are, but the Quran mentions four explicitly by name:

The Tawrat, or Torah, given to Musa, or Moses.
The Zabur, or Psalms, given to Dawud, or David.
The Injil, or Gospel, given to Isa, or Jesus.
The Quran, also known as al-Furqan, given to Muhammad.

Peace be upon all of Allah's Messengers.