why are my files in Apple Books?

Select any PDF file on your Mac and go to File > Get Info. In the section that says "Open With:", change it to Preview, then click the "Change All" button. Was it set to "Books"?

If you have an iPhone also and are using iCloud Drive, then the PDF is saved in the Books Folder, since that is the app on the iPhone used to open PDF's. When you access that file on your Mac, it may open the Books app, since that is where it is located.

What Files?

The Books app can hold PDFs you save there.

They aren't automatically saved to Books, you must manually choose to save them there.

If you explain exactly what is happening, someone may be able to help you out.