Most books focus on the theory behind FEA but there are some exceptions. Check "Building Better Products with Finite Element Analysis" by V. Adams. Its successor titled "Practical Finite Element Analysis for Mechanical Engineers" by D. Madier is also great but omits some types of analyses.

When it comes to books about SolidWorks Simulation, the one titled "Analysis of Machine Elements Using SolidWorks Simulation" by S.S. Nudehi is my favorite but other books from SDC Publications are also worth checking. And finally, there's a short book titled "Solidworks Simulation for Real Machines" from Stone Lake Analytics. It features examples of analyses involving large assemblies so you may find it interesting.

Take a look at this FAQ727-2021: Finite Element Method/Analysis (FEM/A) book list.
Lot of books to choose from based on your level of requirement.

To FEA way
I finished "Analysis of Machine Elements Using SolidWorks Simulation"

I'm now starting "SolidWorks Simulation for Real Machines"
I'm working through the problems and realizing I'm unfamiliar with many of the connections they're using.
QUESTION
Is there a book that goes over all connection types? I'd like to learn about them before starting "SolidWorks Simulation for Real Machines"

For different connections and their description, you can refer the help manual of solidworks. That can give you more information than books.

Connections in SW Simulation underwent several changes in the latest releases. The book titled "Engineering Analysis with SolidWorks Simulation" by P. Kurowski should be the most up-to-date (apart from the aforementioned "Analysis of Machine Elements ...". The others are usually outdated. However, as in the case of pretty much all other FEA programs, documentation is the best source of information. In the case of SW Simulation, it won't provide you with lots of examples but you can learn about various aspects of the implementation of these modeling features.