I just started reading yesterday, so I've a bit of catching up to do. I did start by doing a bit of exploring. Here are some sites you may enjoy looking at.
World's Columbian Exposition of 1893: Digital History Collection
This site has photos and other images. If you click on The Dream City you can look at the Fair buildings, art and sculpture and more. The Highlights link also has a variety of interesting materials, like photos of the construction and destruction of the Fair.
The World's Columbian Exposition: Idea, Experience, Aftermath
This is a hypertext exploration of the Fair.
Here are two sites for learning more about the author and the book.
NPR Interview with Scott Simon
Interview with the Author (Answers to questions on the book's web site).
I read a bit of the conversation in the comments about the classification of the book. This is what I would call creative nonfiction. It reminds me a bit of Midnight in the Garden of Good and Evil by John Berendt. It is written to read like fiction, but is thoroughly researched.