How can I connect The Highwayman to a book I have seen or read before?

Unfortunately, I don't know what books you know of or have read, but we can relate The Highwayman to other stories. This poem is the story of a lonesome traveler in the English countryside. His love sacrifices her life to warn him that a jealous adversary is pursuing him, which allows him to escape.
We can relate this story to other tales of sacrificial love, such as Romeo and Juliet, where the characters sacrifice their lives for one another—or to more modern works like the Hunger Games or Harry Potter, where multiple characters willingly offer up their lives in exchange for others they love, either in a familial fashion or in a romantic manner.
Additionally, because of its setting and overall tone, it can be related to works by Dickens such as A Tale of Two Cities (set in a similar time period with love lost and travelers pursued by vengeful adversaries for their ultimate demise). There are a number of works this poem could be connected with. It just depends on what you have read.