Once you find a Grand Tome, you need to spend Pagies to unlock and expand them, but most levels don't really require many Pagies to unlock, so you can actually unlock all five fairly easy. Once you have unlocked all five worlds, you will get the "Open Books" achievement / trophy, as well as a tonic you can use.
World 1 / Tribalstack Tropics:Pagies Requires: 1
I bet most people found this themselves without any trouble, but if you didn't, go up the ramp on the right side of the statue in the first room of Hivory Towers. This square room will have another steep slope you need to roll up, and the Grand Tome will be in the middle of this next room.
World 2 / Glitterglaze Glacier:Pagies Requires: 3
Start at the main room in Hivory Towers next to the large golden statue. On the left side there will be a small platform leading to a slope going upwards. About halfway up you need to use the rolling ability to climb the slope. Follow this until you reach the top, and use buddy-slam on the switch to open the door.
This door leads to the first quiz in the game, and you need to correctly answer up to 10 questions without getting 3 of them wrong. Don't worry if you fail, you can attempt it as many times as you want. Upon beating the quiz, you will have access to a new part of the Hivory Towers, and keep running straight ahead in this area until you spot some red and blue pipes and platforms. Just up there and talk to Trowzer to get a new ability. Use this new float ability to just across the gap. Once you are over, follow the path to the left, and just keep following this path until you reach the Grand Tome in the snowy patch there.
World 3 / Moodymaze Marsh:Pagies Requires: 7
Go back to where Trowzer taught you the float ability, and look down. You will see a door that is closed, and to open it, head left. Just before you reach the door exit, turn right and head into the small opening there. In there you will find a Ice Pellet berry that you can use, so power up Yooka with this, and use this ability to open the door.
This will unlock the Archive room, and at the other end of the room you will find Trowzer gain. He will teach you to create air bubbles to walk underwater. Once you have learned this, go into the large aquarium in the middle of the room, use the air bubble ability, and then use the buddy-slam ability to press the button at the bottom of the aquarium. This opens up a door right next to Trowzer.
This door leads to the Waterworks room, and this is where many people gets stuck. Now, just jump into the water and head for the middle area. Create an air bubble to walk along the bottom and look for a jack-o-lantern. Right next to him you will find a passage that you should cross. Follow this and swim to the top. Now follow this path, and at the top of some platforms you will find the next Grand Tome.
World 4 / Capital Casino:Pagies Requires:10
Start at the Grand Tome that leads to Moodymaze Marsh, and use the Grapple ability to just onto the catwalk left of the Grand Tome. Keep grappling until you are in a small room with three monsters, and here you will find a door that leads to the exterior of Hivory Towers. Many people have trouble finding this door because it is pretty dark there, but keep searching along the edges until you find it.
Now basically just follow the path until you come across Trowzer, and learn his new ability to become invisible. Use this to sneak past the following security camera, and keep following the path.
Shorty you will find a casino themed area with a button that you can buddy slam to open the next Grand Tome. Use the snaking ability to access the button, and the Grand tome will be unlocked.
World 5 / Galleon Galaxy:Pagies Requires:12
Start from the Capital Casino Grand Tome, and head towards the main area of the Hivory Tower exterior. Now turn left and sneak past the security cameras there. You will soon see a glowing green river, and Trowzer will be next to this. This final ability teaches you to fly, to use this to follow the narrow path ahead. This passage is a bit long, but once you've crossed it, look for a door on the left, and you will find the final Grand Tome.