I read that the Brauer-Manin obstruction $A(\mathbb{A}_K)^{\mathbf{Br}}$ of an Abelian variety $A$ over a number field $K$ equals (naturally?) its Tate-Shafarevich group $\mathrm{III}(A)$.
Is this true? And if so, where can I find a proof?
The quotient of what you called the Brauer-Manin obstruction by the closure of $A(K)$ within it is related to the divisible part of Sha. In particular, if Sha has no divisible part (e.g. if it is finite) then the Brauer-Manin obstruction is the closure of $A(K)$. See L. Wang, Brauer-Manin obstruction to weak approximation on abelian varieties, Israel J. Math. 94 (1996), 189–200.
Note that these two groups in your question are very different, so they can't be equal. For instance, Sha is torsion, but the Brauer-Manin obstruction usually isn't.
Manin's ICM talk at Nice (1970) might be a good place to start.
If you read French, an elementary introduction to the local-to-global principle and to the Manin obstruction can be found on David Harari's homepage. This article also appeared in the Gazette des Mathématiciens (Janvier 2006).
A detailed treatment can be found in the book
MR1845760 (2002d:14032) Skorobogatov (Alexei), Torsors and rational points. Cambridge Tracts in Mathematics, 144. Cambridge University Press, Cambridge, 2001. viii+187 pp.