I think that this site will give a decent overview of the various uniforms -
https://baccus6mm.com/PaintingGuides/WSS/On a good book on the war itself that is a bit more difficult. Probably the classic work is Chandler's 'Marlborough as Military Commander'. This focuses on what Marlborough did and doesn't have much on the other theatres of the war. It is also a bit dated now.
There are also a number of other good biographies on Marlborough, but they tend to be even more focused.
There are a number of good books that cover specific theatres or battles/campaigns but the only book that springs to mind that claims to cover the whole war is by Faulkner 'The War of the Spanish Succession 1701-14'. I don't know if this is any good as I think the author is rubbish & often factually unreliable but it does try to cover the whole war.
The last thing to say is that it is a fantastic period to play with many interesting options. I would 100% recommend you try it.