Note: Check the Cambridge Collections Online to find anthologies of critical articles and essays relating to specific literary theories.
You may need to do an advanced search for a specific theory to see if an anthology has been published. For instance, I looked for "post colonialism" and found the anthology "The Cambridge Companion to Postcolonial Literary Studies."
Below are links to EUREKA records of various books on literary theories.
You can search most databases the same way you search a library catalog, by author (last name first), title (journal or article), or, more commonly, by keyword or subject. A keyword search is a broader search; you can type in any word or phrase. A subject search uses controlled vocabulary. In databases, subject headings are often referred to as descriptors or index terms.