I don't see how a book would be helpful. A theoretical treatise on research is not useful, since it is the practice that matters. So you'll want to find an advisor who is willing to guide you. That will teach you a lot more and a lot quicker than any book could do.
But let me ask why you are asking this. If we know your motives, we might be able to guide you. For example, are you looking for testimonies of physicists doing research in order to see if it's something for you?
Also, check out ZapperZ's "how to be a physicist" essay, which can be found in the insights.