Provided that you are first of all well catechized in your own faith, and strong in your own faith, the Church would not discourage you from reading the scriptures of other religions - particularly if you are motivated to uncover the “seeds of Truth” which the Holy Spirit has seen fit in His Divine Providence to implant in the said other faith/faiths.
If you desire official documents, I would suggest the Vatican II Decree Nostra Aetate, various writings and speeches of Blessed John Paul II and the Vatican document of the Pontifical Council for interreligious dialogue Dialogue and Proclamation (1991) (vatican.va/roman_curia/pontifical_councils/interelg/documents/rc_pc_interelg_doc_19051991_dialogue-and-proclamatio_en.html) and the document by then Cardinal Ratzinger and the Congregation for the Doctrine of the Faith Dominus Iesus (2000). The last of these I would discourage you from reading (it is rather long and complex), however I excerpted the relevant part from it relating to holy texts of other faiths below for you to read.
From the 1991 document we recognise positive, divinely inspired elements in other religions and it explained that we must first have a throrough understanding of their teachings if we hope to properly engage with them and/or their followers:
“…A just appraisal of other religious traditions normally presupposes close contact with them. This implies, besides theoretical knowledge, practical experience of interreligious dialogue with the followers of these traditions…These traditions are to be approached with great sensitivity, on account of the spiritual and human values enshrined in them. They command our respect because over the centuries they have borne witness to the efforts to find answers “to those profound mysteries of the human condition” (NA 1) and have given expression to the religious experience and they continue to do so today…Making its own the vision and the terminology of some early Church Fathers, Nostra Aetate speaks of the presence in these traditions of “a ray of that Truth which enlightens all” (NA 2). Ad Gentes recognizes the presence of “seeds of the word”, and points to “the riches which a generous God has distributed among the nations” (AG 11). Again, Lumen Gentium refers to the good which is “found sown” not only “in minds and hearts”, but also “in the rites and customs of peoples” (LG 17)…the Council has openly acknowledged the presence of positive values not only in the religious life of individual believers of other religious traditions, but also in the religious traditions to which they belong. It attributed these values to the active presence of God through his Word, pointing also to the universal action of the Spirit: “Without doubt,” Ad Gentes affirms, “the Holy Spirit was at work in the world before Christ was glorified” (No. 4)…After the Council, the Church’s Magisterium, especially that of Pope John Paul II, has proceeded further in the same direction. First the Pope gives explicit recognition to the operative presence of the Holy Spirit in the life of the members of other religious traditions, as when in Redemptor Hominis he speaks of their “firm belief” as being “an effect of the Spirit of truth operating outside the visible confines of the Mystical Body” (No. 6). In Dominum et Vivificantem, he takes a further step, affirming the universal action of the Holy Spirit in the world before the Christian dispensation, to which it was ordained, and referring to the universal action of the same Spirit today, even outside the visible body of the Church (cf. No. 53)…”
***- Dialogue and Proclamation, PONTIFICAL COUNCIL FOR INTER-RELIGIOUS DIALOGUE, 1991 ***
Furthermore from Dominus Iesus we are told of the fundamental importance of religious scriptures as sources of these “seeds of truth”:
"…God, who desires to call all peoples to himself in Christ and to communicate to them the fullness of his revelation and love, “does not fail to make himself present in many ways, not only to individuals, but also to entire peoples through their spiritual riches, of which their religions are the main and essential expression even when they contain ‘gaps, insufficiencies and errors’.”** Therefore, the sacred books of other religions, which in actual fact direct and nourish the existence of their followers, receive from the mystery of Christ the elements of goodness and grace which they contain **(I, 8).
Theology today, in its reflection on the existence of other religious experiences and on their meaning in God’s salvific plan, is invited to explore if and in what way the historical figures and positive elements of these religions may fall within the divine plan of salvation. In this undertaking, theological research has a vast field of work under the guidance of the Church’s Magisterium. The Second Vatican Council, in fact, has stated that: “The unique mediation of the Redeemer does not exclude, but rather gives rise to a manifold cooperation which is but a participation in this one source” (III, 14)…"
- Dominus Iesus, declaration by Congregation for the Doctrine of the Faith (approved John Paul II), Cardinal Ratzinger, 2000
You are thus fully entitled to read other religious scriptures with the intention of uncovering “the elements of goodness and grace which they contain” and “receive from the mystery of Christ”.
BTW I think that this thread might be more appropriate in “Non-Catholic religions” forum. This one is solely for the Holy Bible I believe