Javier, when I set out to learn weathering techniques I got all my information from the internet. You could probably do a search right here on the Gauge and turn up lots of useful information. And if you still want a book, at least this will give you something to read before you decide.
To summarize the main weathering techniques, they are:
1. Chalks (as mentioned by Tyson above). They are ground to a powder and brushed or sprinkled on dry. Once you're happy with the results, spray with fixative. Weathering powders are much the same.
Advantages: wide range of earth, rust and other colours. If you don't like it the first time, they are easy to clean off and try again.
2. Washes. Take paint (or india ink) and dilute it with either water or, more commonly alcohol (for its fast drying time). Brushed on and built up gradually. Perfect for streaks running down of either rust or scale.
Advantages: really mimics the flow of rusty or scaley water down the sides and into cracks and crannies. Disadvantages: once it's on, it's on.
3. Make-up. Raid the cosmetics counter for eyeshadow. They come in a wide range of colours with many earth, rust and charcoal tones. You can use the applicator supplied, or a finer brush. Advantage: easy to apply, stays in place. Can be sealed with fixative after or not.
4. Airbrushing. If you happen to have an airbrush this the best technique for getting a dusty, well-travelled look on rolling stock or vehicles. It really doesn't take as much skill as you may think - in fact it's downright easy! Just take a practice boxcar, remove or mask off the couplers, and load the airbrush with a thinned light earth colour (I use Floquil Mud). Turn the boxcar upside down so that the front is facing you and the car is tllted slightly front to back. Spray lightly along the bottom and the resulting overspray on the sides and front will look exactly like kicked up dirt. Do this only after you have done all your other weathering. Advantage: only way to get this look.
Most effective weathering uses a combination of these techniques. I hope this information will help you get started!
Val