No, there have been only 2 novels - one for Devil May Cry 1 and one for Devil May Cry 2. Each of them has a story which is slightly before the game begins. However the stories are no longer canon since Devil May Cry was released. After that was released, they tried to make a 3 booked DMC Manga, again with the story slightly before the game itself. They only made 2 of the 3 though. Code 01: Dante and Code 02: Vergil. The 3rd which was more about Lady, won't come out since the mangaka stopped this project. The manga in addition ARE canon and very interesting to see how Vergil and Dante met one year before the game, following Dante's line "It's been nearly a year from when we last met, where does the time go?".
Both novels and manga are interesting. The manga just has to do with the storyline. The also tried to make a Devil May Cry comix, but from what I've read on some post in SoS it sucks, since they show a completely different Dante from the one we know...