It's not clear exactly what your first sentence is asking for (there are a variety of surveys and books).  For instance, are you only interested in finite Coxeter groups?   

The embeddings of the noncrystallographic Coxeter groups $H_3, H_4$ indicated in the follow-up question probably originate in older work of Coxeter and du Val.   These embeddings have been studied over the years in different styles, but a single comprehensive reference may not exist.  One direction is indicated in a series of papers by Matthew Dyer, e.g., *Embeddings of root systems. I. Root systems over commutative rings*, J. Algebra 321 (2009), no. 11, 3226–3248.

Another direction of research connects the embeddings with mathematical physics, sometimes in rather a computational style, e.g.,  Mehmet Koca,  Ramazan Koç, Muataz Al-Barwani, *Noncrystallographic Coxeter group $H_4$ in $E_8$*,  
J. Phys. A 34 (2001), no. 50, 11201–11213. 

ADDED: Older references for the embeddings were given in the notes to Section 2.13 in my 1990 book *Reflection Groups and Coxeter Groups*, though in the published version I wrote $D_3$ where $D_6$ is intended (this and other corrections have been maintained on my homepage).   In general, Dyer and Deodhar showed independently that subgroups of Coxeter groups generated by reflections are themselves Coxeter groups; this puts the two special embeddings into a wider perspective though of course it doesn't help with the concrete details.