The Book of the New Sun is a fiction masterpiece by Gene Wolfe. It is a single novel that was published in four separate volumes. Now the novel is currently read as two books. The first, Shadow & Claw, contains The Shadow of the Torturer (volume 1) and The Claw of the Conciliator (volume 2). The second book is called Sword & Citadel. It contains The Sword of the Lictor (volume 3) and The Citadel of the Autarch (volume 4).
The Book of the New Sun is a great, but difficult read. The notes provided here will help with the simple stuff, like definitions of archaic words. The fun part - the puzzling out part - is left up to the individual reader. The Book of the New Sun isn't a book about labyrinths. It is a labyrinth.