If you have finished listening to a book you will get the option to rate the book and move it to "My History". On an Android device this option will show up automatically when you have reached the end of a book. On iOS you just have to close the audio player and it will pop up.
Of course you can also move a book to "My History" from the book page. Click on the three dots where it says "More" under the cover and choose "Move to My History". You can also do this by long pressing a book cover anywhere in the app to access the book menu.
You can only move books to "My History" that you have started listening to or reading within the app.