When an independent scholar learns a new Sorcery Style or Advanced spell he makes a Knowledge (arcana) check. DC 15 for new Sorcery Style and 20 for Advanced spell. If successful he may choose a Style or Spell that he wishes to learn and meets the prerequisites for. If he fails the DM chooses a Style or Spell that he meets the prerequisites for at random. If the check result is less than 10 he does not learn a new Style or Spell at all but selects a bonus feat or skill points instead.
Neither books nor scrolls are required. If the scholar makes his Knolwedge (arcana) check he is presumed to have done whatever was required to learn that spell, weither that means he invented it himself or found a copy in a musty tome is flavor text. Spellbooks are never required either to learn or to cast spells in the Conan RPG.
However, if the scholar does posess a spellbook that has a spell he wishes to learn in it then he gains a +4 bonus to his Knolwedge (arcana) check to learn that spell as described above. Just because it is possible to learn without a spellbook does not mean that having one doesn't make learning easier.
Hope that helps.