There is no single series of documents that contains the whole of the law of the UK.
There are three jurisdictions - (1) England and Wales, (2) Scotland and (3) Northern Ireland - each with separate criminal and civil legal systems.
The principal sources of our law are (1) primary and secondary legislation, (2) common or case law, (3) European Union law and (4) the European Convention on Human Rights.
So far as I'm aware, Halsbury's Laws of England is the only complete encyclopedia of law for England and Wales; Scotland has the Stair Memorial Encyclopaedia; I don't know of one for Northern Ireland.
BAILII provides access to legal material including judgments from major courts - that's free to access (donations gratefully received).
The ICLR, Lawtel, Lexis and Westlaw provide access to case reports (among other things). JustisOne for historical reports (1873 and earlier). Those are subscription services accessible online but may be available via a university or law firm.