I need to know so I can read it plz
The closest you will get is Broken Circle, which focuses on the formation of the Covenant. Other than that though, as far as I know the only other substantial peices of media which focus on integration of Covenant races is Halo 2 and H2A terminals.
None of the books really cover the formation of the Covenant. Broken Circle goes into it briefly at the beginning, but for the most part information on how each species was assimilated into the Covenant comes from the encyclopedias and Waypoint Universe entries.
Halo: Broken Circle starts off with the creation of the Covenant, and the signing of the Writ of Union between the Sanghelli, and the San'Shyuum, then it ends off with the Great Schism.
The halo 3 beastiarium probably has the most thorough stories of the integration of the other species, and its pretty vague at best. What you read on the wikis not so much a summary but just copying what it says.