I plan to do something like this, as things progress. It won’t happen until the future, however, and will likely happen only on-line.
Because there are short stories showing some of what is going on behind the main stories of the novels, we’ve gathered some of them into a collection called Arcanum Unbounded. This has some encyclopedic articles and art. There will probably be more projects like this in the future.
I do have some novels planned which would deal with all of this in a more direct way, but they are decades away from being written.
In the meantime, you can find a lot of information gathered from my books and interviews on fan sites like the Coppermind.net wiki or Seventeenth Shard.