Yeah there are bits and pieces throughout the current 5 books about the wights. But for the most part there isn't much. One of the stupid things about the whole story. It starts with how a wight kills a night's watch guy, and after 5 books, not much at all has happened with them.
It's nice the makers of the show are getting ahead of the books, they at least see that it's pretty dumb to have an audience wait that long to get to the real story (even if it's only a tease, it's still fun to see new stuff).
Also none of stuff about Jon and the night's watch guys going to attack the mutineers ever happened in the books. Which is another thing that's cool to see as a book reader, not know what they're throw at you makes a better experience.
https://www.youtube.com/watch?v=Zz5K_j4TRMs