Is Buddhism a religion? I want to know that what is Buddhism and is it a religion or just a philosophy or a exercise ?

I really want to know more about it , is there a book about learning Buddhism?
The Buddha did not ask for anyone to take his word with respect to Dhamma - things as they are. He asked people to not blindly obey, to not follow ritual, to not ignore or go against what they directly observe. In this respect, Buddhism is at its core a scientific method.

The Buddha's primary insight was acknowledging that all observed phenomena are conditioned and impermanent. This is not a speculation, but an observation. The reasoning then goes through the logical inference of dukkha (unsatisfactoriness, stress/suffering - impermanent things cannot be permanently satisfactory), bringing around the doctrine of non-Self, anatta - which does requires faith in that the direct observation of this truth is only available upon enlightenment, or the ceasing of mental fermentations.

The Kalama Sutta and MN27 offer direct evidence that the Buddha's message was closer to a scientific method than a religion, though one with a soteriological goal.


  "So, as I said, Kalamas: 'Don't go by reports, by legends, by
  traditions, by scripture, by logical conjecture, by inference, by
  analogies, by agreement through pondering views, by probability, or by
  the thought, "This contemplative is our teacher." When you know for
  yourselves that, "These qualities are unskillful; these qualities are
  blameworthy; these qualities are criticized by the wise; these
  qualities, when adopted &amp; carried out, lead to harm &amp; to suffering" —
  then you should abandon them.'


(the above does still feature the wise, but not as absolute arbiters of right or wrong actions - that arbiter is solely the individual living his own practice, the wise offer previously gained experience, and are more accurately guides)

The similarities or differences between the modern scientific method and religions in general is what sources they accept for stated truths. Pramanas are a helpful guide for Hindu religions, but can be extrapolated to the Judeo-Christian world a bit. 

Most major religions accept testimony of the wise, seers, prophets etc as truths, as well as others from the above link. Buddhism does not. Aside from direct perception as in MN27, inference is used in a limited way - as above when going from impermanence to non-Self, an inferred knowledge is gained about the nature of 'things', but this is not directly observed until nibbana, and inferred truths are not given any great weight within the scriptures. In addition, inferred truths can only arise from individually observed principles, so they rest on a base that is less prone to doubt than inferred truths resting on the base of prophetic statements etc.

Faith is required by a person who reads the Dhamma with respect to impermanence, if they at first disagree with it, and later non-Self, because gaining direct insight into this truth takes much more time and practice. Faith, so long as it starts from a verifiable base, is not by definition religious.

If you want the spiritual side, go to the source and read the Pali canon or Agamas (Chinese line), these are the closest you will get to the Buddha's direct words. There is philosophy, to the limit that it is a useful tool for gaining insight into things as they are, more often though it offers more practical lessons helping one aim for pacification of mind.

If you want the philosophy first, read Mulamadhyamakakarika - it is the culmination of Buddhist philosophical analysis. This is written 600-700 years after the Buddha, so is a more rigorous analysis of the above canon's statements on anatta. 

It is, of course, possible to elevate Dhamma, 'things as they are', into a religion, and layties that have accepted Buddhism have often merged their cultural identities with the Buddha's message. But, to quote MN22, which sums up the process: 


  “And how is the bhikkhu a noble one whose banner is lowered, whose
  burden is lowered, who is unfettered? Here a bhikkhu has abandoned the
  conceit ‘I am,’ has cut it off at the root …so that it is no longer
  subject to future arising. That is how the bhikkhu is a noble one
  whose banner is lowered, whose burden is lowered, who is unfettered.
  
  “Bhikkhus, when the gods with Indra, with Brahmā and with Pajāpati
  seek a bhikkhu who is thus liberated in mind, they do not find
  anything of which they could say: ‘The consciousness of one thus gone
  is supported by this.’ Why is that? One thus gone, I say, is
  untraceable here and now.
  
  “So saying, bhikkhus, so
  proclaiming, I have been baselessly, vainly, falsely, and wrongly
  misrepresented by some recluses and brahmins thus: ‘The recluse Gotama
  is one who leads astray; he teaches the annihilation, the destruction,
  the extermination of an existing being.’ As I am not, as I do not
  proclaim, so have I been baselessly, vainly, falsely, and wrongly
  misrepres ented by some recluses and brahmins thus: ‘The recluse
  Gotama is one who leads astray; he teaches the annihilation, the
  destruction, the extermination of an existing being.’
  
  “Bhikkhus, both formerly and now what I teach is suffering and the
  cessation of suffering. If others abuse, revile, scold, and harass the
  Tathāgata for that, the Tathāgata on that account feels no annoyance,
  bitterness, or dejection of the heart. And if others honour, respect,
  revere, and venerate the Tathāgata for that, the Tathāgata on that
  account feels no delight, joy, or elation of the heart. If others
  honour, respect, revere, and venerate the Tathāgata for that, the
  Tathāgata on that account thinks thus: ‘They perform such services as
  these for me in regard to this which earlier was fully understood.’


Religion - more broadly, any ideology - in my mind, ask for blind faith. The Buddha's message was only about dukkha and how be free of it. His method requires each individual to follow their own path, with an observer verifiable rationale behind it - blind faith never features.