Where did Latin come from?
The Roman Empire lasted for more than a thousand years, so there was plenty of time to produce a lot of writing. Latin, an Indo-European language, was written in an alphabet derived from the Greek alphabet, with some letters changed: the Latin or Roman alphabet is essentially the one Americans use today. English-speakers have added the letters J and U and W.
How do we still have Roman books?
Most of what was written during those thousand years has been lost, but a fair amount still survives and we can read it today. We like to think that the best writing has survived, but certainly some very good works have been lost, while some of what survives is not very good. Nearly all of the Latin literature that we still have today survives because monks and nuns copied the books over and over by hand through hundreds of years.
That is, almost none of the actual books that people read at that time survive: papyrus and parchment just don’t last that well. So the words survive, but in later copies of later copies. For some books, many copies survive; for other books, only a few. There are some books, like the first part of Tacitus’s Annales, where only one single copy survived.