Arab
Anthology
A collection of writings is sometimes called an anthology.
Quran
The Vedas are a collection of Hindi writings.
It's called the Qur'an
It is called "The Bible" or "The Tanakh" spelled תנ״ך in Hebrew.
Sunna
This is the last book revealed to the last Prophet Hazrat Muhammad (SAW). It is called the holy 'Quran, or Koran.
The sacred texts and holy scriptures of Zoroastrianism are called the Avesta.
The Sikh Scripture is called 'Guru Granth Sahib'. It is a collection of teachings and writings by Guru Nanak and other Gurus as well as Sikh, Hindu and Muslim saints.
An anthology
Just go to IT, BUT its just called essays in a BOOKLET.