Damon's relationship with Bonnie is a love/hate situation for fans, with an approximately even split between people who would love to see them as a couple and people who cringe at the very idea (ratios vary depending on where you look, of course). Cues between Bonnie and Damon in the books are certainly present, though it is possible to read Damon's interest in a multitude of ways - the mystery of Damon's intentions is always a popular topic. Damon definitely seems to have an interest in Bonnie during the four original books, but it is vaguely-defined and open to speculation: is he interested in Bonnie as a snack? a brief fling? a vampire mate? a useful source of psychic power? or something more?
There are several instances of Damon noticing Bonnie throughout the books, most notably in Dark Reunion, where Elena is not present to keep his attention. Damon glances to Bonnie when saying that he could do better than Vickie if he wanted to drink a girl's blood, and he attempts to bite Bonnie before Matt saves her and confronts him about his behavior. There are many little instances of Damon's attention to Bonnie in the books, but nothing concrete, and of course Damon leaves at the end of Dark Reunion; this leaves the door open for fan speculation in many directions, from the romantic to the utterly pragmatic.