Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.
Believing in the heavenly books is one of the pillars of the Islamic creed. Allah says: " O you who believe! Believe in Allâh, and His Messenger (Muhammad SAW), and the Book (the Qur'ân) which He has sent down to His Messenger, and the Scripture which He sent down to those before (him), and whosoever disbelieves in Allâh, His Angels, His Books, His Messengers, and the Last Day, then indeed he has strayed far away. "(An-Nisa 4:136)
When Jibreel (descended as a man) and asked Prophet Muhammad (Sallallahu Alaihi wa Sallam) about the pillars of Iman, the Prophet (Sallallahu Alaihi wa Sallam) replied: "It is to believe in Allah, His angels, His books, His Messengers, the Last Day, and to believe in divine destiny be it good or bad." Reported by Al-Bukhari and Muslim.
So, a Muslim has to believe in the heavenly books in general which Allah did not mention to us, and to believe in particular in the books mentioned in the Qur'an and Sunnah.
These books are as follows:
1. The scriptures of Abraham, as Allah says: "The Scriptures of Ibrâhim (Abraham) and Mûsa (Moses)." (Al-A'la 87:19)
2. The Torah, revealed to Moses, as Allah says: " Verily, We did send down the Taurât (Torah) [to Mûsa (Moses)], therein was guidance and light…" (Al-Ma'idah 5:44)
3. The Psalms revealed to David (Dawud) as Allah says: "and to Dawûd (David) We gave the Zabûr (Psalms)." (An-Nisa 4:163)
4. The Gospel (Injeel) revealed to Jesus (Issa), as Allah says: " And in their footsteps, We sent 'Iesa (Jesus), son of Maryam (Mary), confirming the Taurât (Torah) that had come before him, and We gave him the Injeel (Gospel), in which was guidance and light…" (Al-Ma'idah 5:46)
5. The Pages (scripture) revealed to Moses (Moosa), as Allah says: "Or is he not informed with what is in the Pages (Scripture) of Mûsa (Moses)," (An-Najm 53:36) some of the interpreters of the Qur'an said that the pages of Moses are in Torah.
6. The Qur'an, which is the Last and the Greatest of the Heavenly Books which abrogated all previous books. It was revealed to the greatest Prophet Muhammad (Sallallahu Alaihi wa Sallam), Allah says: "Verily! It is We Who have sent down the Qur'ân to you (O Muhammad SAW) by stages." (Al-Insan 76:23.)
Based on the above, the heavenly books mentioned in the Qur'an are 6 or 5 if we consider that the Pages of Moses is another name of the Torah.
Allah knows best.