Many of his books are...
His many books are...
Many books of him/himself/John/Alex/etc...
Would you kindly tell me the exact difference between these?
Maybe I can explain the difference in the sentences by telling you that not all of the sentences are correct.
The first sentence is correct:
Many of his books are fantasy novels/crime novels. Many of his priceless books were destroyed in the fire. I enjoyed reading many of his books.
The second sentence His many books . . . is a formal style of English, but most people don't speak or write like this. Most people write and say: *Many of his _*.
Many of his books . . . as you wrote in the first sentence.
The third sentence is also grammatically false and would not be spoken or written by a native-English speaker. This is not English sentence structure. Again, the correct way to express this thought is:
Many of his books/John's books/her books were stolen during the burglary.
In English, you can never say Many books of himself. The most common way to say this is expressed in your first sentence, Many of his books . . .
To avoid grammatical or structural mistakes, it's best to use basic language or language that is in common use.