The Final Dossier was written to be read only after watching the recent revival of the TV series. If you haven't watched the show there are massive spoilers in the book and the book will not make much sense. Given that the TV series did not make a lot of sense, that is saying a lot. The book is much shorter than the Secret History of Twin Peaks and more focused.
The book fills in details about some characters from the old series that did not appear in the new series, such as Donna Hayward, Harry Truman, and Annie Blackburn. It explains how some characters came to be in the situations they were in, such as Dr. Jacoby and Audrey Horne. It also deals with some of the fallout from the bizarre events of the finale.
There are sections in which Agent Preston, the narrator of the dossier, speculates about characters like Major Briggs and Phillip Jeffries. If these sections don't match up with your interpretations of the plot, you don't have to accept them as canon, they are only Agent Preston's speculations. There are several revelations that did not match up with my head canon at all, but Lynch and Frost have made it very clear that Twin Peaks is about the mysteries, not about the solution. Anyone's interpretation is as valid as anyone else's, even if some interpretations are more coherent than others.