In 4th/5th century (BCE) Athens, documents would have been written on papyrus scrolls. We don't know exactly when the first "books" as we know them (i.e. a bound collection of sheets) were first produced in Europe, or what the first "book" was. It seems to have been at some point between the 2nd and 4th centuries CE.
We do know that saint Isidore of Seville, writing in the late 6th or early 7th century, described the difference between a codex, a book and a scroll in his Etymologiae. He stated that:
A codex consists of many books ['librorum']; a book is of one scroll ['voluminis']. It is called codex by way of metaphor from the trunks ['caudex'] of trees or vines, as if it were a wooden stock, because it contains in itself a multitude of books, as it were of branches.
(If you prefer, the text is available in Latin in a volume available on Archive.org)
The earliest surviving book that is known to have been produced in Europe is the 7th century St Cuthbert Gospel, which was acquired by the British Library in 2012.