I haven't seen the Italian ones before but there was a whole series of these available in English many years back. They are known as "Playmobil Playtower" books and were published by Readers Digest in the late 1990s - out of print now so hard to come by in unused condition.
My son had one when he was little called "Sir Roland Saves Lion Castle" which included a knight figure. I also have an ACW-themed one with a soldier figure packed away, "The Stampede at Fort Glory."
Btw, there was also a range of pop-up books for young children which are quite cute.