Intel's own Software Developer's Manuals are a good source of information on the x86, though they may be bit of an overkill (and are more reference-like rather than tutorial-like).
The EU (Execution Unit) reference was most likely in contrast to ALU (Arithmetic Logic Unit) which is usually the part of the processor responsible for arithmetic and logic instructions. However, the EU has (or had) some arithmetic capabilities as well, for calculating memory addresses. The x86 LEA instruction conveys these capabilities to the assembly programmer.
Normally you can supply some pretty complex memory addresses to an x86 instruction:
sub eax, [eax + ebx*4 + 0042]
and while the ALU handles the arithmetic subtraction, the EU is responsible for generating the address.
With LEA, you can use the limited address-generating capabilities for other purposes:
lea ebx, [eax + ebx*4 + 0042]
Compare with:
mul ebx, 4
add ebx, eax
add ebx, 0042
"Volume 1" on the page I've linked has a section "3.7.5" dicussing addressing modes - what kind of memory addresses you can supply to an instruction expecting a memory operand (of which LEA is one), reflecting what kind of arithmetic the EU (or whatever the memory interface part is called) is capable of.
"Volume 2" is the instruction set reference and has definitive information on all instructions, including LEA.