A History of Aegon the Conqueror and His Conquest of Westeros is a history book that narrates the conquest of the Seven Kingdoms of Westeros by Aegon Targaryen.
History
A History of Aegon the Conqueror and His Conquest of Westeros is one of the books Princess Shireen Baratheon gives Ser Davos Seaworth while the "Onion Knight" is imprisoned at Dragonstone.
In the books
In the A Song of Ice and Fire novels, there's no mention of a book of this title.