English with books

Hello,

I recently bought two English books, "A Picture of Dorian Gray" by Oscar Wild and "Sherlock Holmes: The Complete Novels and Stories" by Sir Arthur Conan Doyle. I've heard that the Oscar Wilde's books are more easier to read, so I want to start with it. But I want to know how do you do when you're learning English by reading books. I've been thinking about read it once without stop and after, read it again and when I see some new vocabulary or grammar I stop to study a little about it. To study I also have the Cambridge's books: Vocabulary in Use and Grammar in Use. Could you give me your opinion?

PS: if you saw some wrong in my writing, please, correct me.