These are a rather special type of title, these titles could function as common noun phrases describing the book. That is, the Encylopedia of Fine Art is an encyclopedia of fine art. It is common with such titles for an article to be either part of the title, or for it to be used with an article.
For other types of title, you would not use an article. You would say
You can read about this in the Encyclopedia of Fine Arts.
Since that flows, but,
Woolf's novel, Orlando, is about a young man/woman over 300 years of history.
It would not be correct to say the Orlando.
Your first example is a little odd, since it seems that you are not using the title at all, but a common noun, which happens to also be the title. It depends on the context, but since the title is no enough to identify the book in that case, it may be better to mention the publisher:
Longman's recently published thesaraus ...
(No capital since it is a common noun that is just coincidentally these same as the title)