I'm not quite sure what you are asking in the first question. If you are referring to having actually looked at the books then you could say : " I saw three books." However, if you mean to express that you had read the books then it would be more grammatically correct to say it this way: "I read the three books. The first of which I enjoyed." To sound more natural is it more common to say it this way: "I read the three books. I enjoyed the first one."
As for your second question. It would sound more natural to say it like this: " She thinks I am lying, which I am." It doesn't make sense nor does it sound natural to place the word "which" at the end of the sentence. In this case, the word "which", is referring to the first part of the phrase "She thinks I am lying."
For example:
Person A: "I like apples and oranges."
Person B: " I have both. Which one would you like to have?"
Also the pronoun "I" is always capitalize.
Good question overall.