Romance of the Three Kingdoms English translation with Pinyin names?
There's official English version of The Romance of Three Kingdoms

To find out the names of characters and places in Chinese characters, you can just input them in Google search, for example  "Cao Cao", and you'll find entries listed the Chinese characters of this name Cáo Cāo (曹操; 155 – March 15, 220) 

At Google translate:

Input 曹操 in the request field (translate from Chinese)

the pinyin Cáocāo would appear under it

And the English translation "Cao Cao" will appears on the result field (translate to English)

You can find out the pinyin of all the characters and places' names this way, as long as you know the Chinese characters for them

Books are not dictionaries, they don't list pinyin for characters