Literally nothing may last forever. But if you species somehow exist, there must be a way for them to create and store their knowledge somehow.
The important question is: how are they even able to survive?
On Earth
In Earth-like world they would have a really hard time: in most of places they would be overgrown by plant-life before they can blink, and encased in dirt if they don't constantly climb out of it - not to mention being eaten almost instantaneously if even remotely edible.
This is why there are very few of such long-lasting lifeforms on our planet - it is evolutionarily disadvantageous.
On a remote asteroid
I would imagine such creatures living on some kind of planet or asteroid, where almost no sunlight reaches, next to no incoming meteors, low temperature, and very low energy income.
In that case it would be advantageous to accumulate what energy is available and spend it really slowly and carefully - almost nothing is happening around anyway.
It is hard to guess what such a creature could look like, I'd wager nothing even remotely human-like, but it is up to you to decide.
Available materials
In above case, a lot of things are very different from what we are used to on Earth. The atmosphere, if any, is likely thin and quite non-corrosive. Water and oxygen only exist as ice. Metals are brittle, but see below. At low temperatures things degenerate much slower too.
Paper/parchment/leather-like materials would not even be available in this scenario since earth-like plants and animals would not survive in such conditions.
What is there to make use of then?
There several types of asteroids, but let's say we have a metallic one. Iron is probably is in abundance there, some other metals including "precious" (and less corrodible) ones like gold and platinum are also relatively easy to come by.
Books
For simplicity sake, let's assume that the aliens somehow ended up being vaguely humanoid in shape and function. Let's also assume they came up with something somewhat book-like for some reason. What would those be made of?
I'm in no way expert in low-temperature low-pressure large-timespan material physics, but I'd say probably some kind of metal alloy. Type of metal greatly depends on availability, temperature, atmosphere, and other environmental conditions.
Metal is extra brittle in low temperatures, however that is because dislocations (impurities in crystalline structure) which make metal bendable, can move much slower than humans would naturally bend it - thus it breaks instead of bending. But your species take their time, so metals might just work for them - unless they accidentally drop such a book: it could shatter even accounting for low gravity.
Storage
Metal also flows really slowly at earth temperatures, but in the coldness of outer space it should keep its form somewhat longer. Lower melting temperature-metals would likely be used. Or their libraries could try to store their books cold same way ours try not to be damp.
Pages should also use some kind of method to prevent fusing together, likely some thin non-metal (silicate?) protective layer.
Production
Because of such small energy income, it would be expensive for the civilization to melt metal. Plastic deformation however is much cheaper for them since they can allow it to slowly happen with much less heat, so they could realistically make somewhat-thin pages by applying great pressure over large timespan.
Writing
If their books are shaped as ours, I'd say they would have series of small etchings or holes in their metal pages, such as in Babylonian script/ braille patterns. Holes are better with thinner pages since they are less likely to close than bumps and shallow scratches to even up with time. Other option would be to use tiny portions somewhat-heated distinctive metal to write, fusing it to pages as they are written.
Since thinking may be cheaper than acting in such a world, in order to conserve energy required to communicate your civilization may opt to use a rather efficient, high-density form of information exchange, writing in something like Chinese characters: very few strokes could easily code an entire phrase, a page could contain several articles.
Magic?
Who knows on what yet undiscovered physical laws and principles can a totally different life-form operate in nothing-even-close-to-earth-like conditions? To us their very existence could easily seem magical. Depending on how is your story told, you may even want to distance yourself from science and rely on imagination entirely.
Human contact
Human contact would likely be devastating to both the slow creatures and their books. Without really slow-moving machinery, even trying to open might break them.
Communicating with aliens would also be next to useless - by the time the answer is received, the question would be long forgotten in history of previous human generations.
In fact, humans might not even realize that the aliens are still alive and not just statues.
Disclaimer
Due to how different are the condition from earthly ones, my answer quite likely contains factual mistakes and such. Please feel free to expand upon and correct me.