Q:

Is there any textbook for XeLaTeX?

I usually use PdfTeX. Currently I have to learn XeLaTeX which I am not familiar with. So

Is there any textbook for XeLaTeX?
How to use numerous math fonts in one article?

E.g. use mathrsfs, yfonts, amsmath, dsfont, amssymb, mnsymbol, mathabx together.
It is the primary problem I am facing.

How to use \fam?

A:

You don't need to use the \fam or the various font packages; if you use XeLaTeX, you can use the package unicode-math to use Unicode math fonts:
\documentclass{article}
\usepackage{amsmath,unicode-math,fontspec}
\setmainfont{TeX Gyre Pagella}
\setmathfont{Asana Math}
\begin{document}
Foo bar
\[
  \mathscr{A}+\mathbb{B}=\mathfrak{C}
\]
Baz
\end{document}

