The "three wives of Adam" story that Gaiman wrote is in the trade-paperback collection called "Fables & Reflections," which is book six, out of ten, in the Sandman series. I'm not up enough on my comics to know the correct terminology from here on in, so someone kindly correct me if I'm wrong. Since each TPB is a collection of individual comic books, I'm inclined to say that the relevant part is a book titled "A Parliament of Rooks." Then, the Eve story itself is, in that comic book, the second of three stories told.
Sandman is pretty widely known, so likely you can go down to your big-box bookstore (borders, barnes & noble, etc) and find it and read it.
Now, as for Lilith, the nameless woman, and Eve... there's a brief mention
here of the succession of Adam's female companions. According to 'Parliament' and that Wiki article, this all is told in greater detail in a
midrash called "The Alphabet of Ben Sira," which has a Wiki overview
here. I've yet to find a full copy of
that online anywhere. If I do I will link it here.
As near as I can tell, Islam and Judaism have more of a mention of Lilith than Christianity, which in some variants has omitted her entirely. The nameless second wife is - from what I can tell with two hours of internet research, so I may be wrong - only mentioned in the Ben-Sira midrash. Or -- to put it in fandom terms, wife number two is an OC, not a canon character, and she first appears in a story told by Ben-Sira to, I believe, Nebuchadnezzar. Although I'm not sure how the Jewish tradition treats add-ins and apocrypha; it might have been filtered into canon, so to speak.
Point is, this tradition we have, of retelling stories and adding bits? IS OLDER THAN DIRT.
Have I ever mentioned that fandom gets me learning about things I never would have, otherwise? And that I am often totally baffled by what I wind up researching? Cos I am, I really am.