The easiest and quickest way to find a book is through SOLO, the Bodleian Libraries catalogue.
SOLO is the gateway to the records for the vast collections of the Bodleian Libraries. A simple search box will return results from the libraries across the Bodleian group of libraries, including the books in the Sainsbury Library, as well as for many (but not all) of the Oxford college libraries.
There are a number of refinements you can apply to the way you search SOLO to make sure you find just what you want and these are worth exploring via the detailed help functions on the SOLO site.
Further information about using SOLO can be found here.