Do most religions have holy books?

There is always some kind of book or writings.

I guess they do.

Probably not. People who do not have written language still have religions. and the religions passed down orally tend to be much smaller, but more numerous.

and some of the scriptures are "written " by Heavenly Father

I'm pretty sure (not positive) that most religions do NOT have holy books.
However: most people belong to religions that DO have holy books.
I hope you comprehend the difference!

No, but people have published books about their religious beliefs

The Best Holy Book is the... Bible... Jehovah God’s written Word to humankind. He used some 40 human secretaries over a period of 16 centuries to record it, but God himself actively directed the writing by his spirit. Thus it is inspired by God. A large portion of the record is made up of actual pronouncements made by Jehovah and details as to the teachings and activities of Jesus Christ, the Son of God. In these we find statements of God’s requirements for his servants and what he will do to bring his grand purpose for the earth to completion. To deepen our appreciation for these things, Jehovah also preserved in the Bible a record demonstrating what happens when individuals and nations listen to God and work in harmony with his purpose, as well as the outcome when they go their own way. By means of this reliable historical record Jehovah acquaints us with his dealings with humankind and thus with his own marvelous personality.

FSM does not have a holy book. R'amen!

Yes, they do.