It is asking me "Did You Pay for Books or Materials to attend school?" I did pay for books but I used my own money and did not use student aid. Do I click Yes or No?

Yes, you will click yes, that you paid for books or materials.  

Are you the student or parent?  This is asking you this for the education credits.  If you are claimed as a dependent on your parents return, then your parents are the ones who would claim the education credit.  They are the ones who would then enter the 1098-T on your return.  

Here are the four main points on the 1098-T:

https://ttlc.intuit.com/community/college-education/discussion/i-need-help-with-1098t-section-college-expenses/00/3451036