There's plenty of books in the Warhammer fantasy universe, they are published by the Black Library just like the 40k novels.
Have a look here for the full list: http://www.blacklibrary.com/Warhammer/whfb-novs
If you like the universe, you'll definitely enjoy the books. Just don't expect it to be the pinnacle of fantasy litterature.
Also be sure to check reviews, some of the authors are just bad.