I don't think that there are any bookstores in Union Station itself, unless something new has been added in the last year.
However, the simple, easy, and cheap alternative is to walk to the Ogilvie train station. I don't recall which particular book store it is, might be a Barnes & Knoble but I'm not positive, however there is a large bookstore right at the main entrance.
To get there from Union Station, walk to the north gates of Union Station. Pick anyone of the METRA tracks and walk down the platform to the far end, where you will find another exit to the street. Turn left when you reach the top of the stairs and walk to the traffic light. Directly diagonal from that corner is the Ogilvie Transportation Center. You can probably even see the bookstore, as it's on the corner of the station.
I think that you still have to use the main entrance to the station, to enter the bookstore, but maybe they have a seperate door. Then just retrace your steps back to Union Station once you've got your prize. I just hope that they don't sell out before you get there.
You can view what I'm talking about on
this map from the Chicago Transit Authority. Scroll down the page about halfway and on the left side you should see two blue squares close to each other. They are marked appropriately. The long thin blue line pointing north of Union Station, represents the tracks & platforms that I'm telling you to walk the length of to reach the northern exit.