I believe this should work now. Be sure to use the latest version of WinBoard, at
http://hgm.nubati.net/WinBoard-AA.zip .
The size 0 problem was because WinBoard did not automatically close the book file after writing, so that the correct size only appeared after WinBoard was closed. (Before that the data was probably still buffered in WinBoard, and not yet in the file.) I fixed that now, and Save Games to Book should now produce a complete book even before you close WinBoard.
The procedure now is as follows:
* Be sure that all the games in the PGN file specify a result; WinBoard will not include moves of games without a result in the book, because it derives the 'weight' of the move from the results that were achieved with them.
* Be sure to use a PGN file where the FENs of the start positions use E and H for Elephant and Horse, not B and N.
* Start WinBoard in the mode 'Just view or edit games'.
* Select Janggi from the File -> New Variant menu
* Write the filename of the book you want to create in the Engine -> Common Settings dialog, to the right of 'Use book:'. Use a complete pathname, like C:\WinBoard\WinBoard\JG_book-sym.bin to make sure you know where the book is going to appear. An existing book of that name would be overwritten!
* Use File -> Load Game to load the PGN file with the games that should go into the book
* Hit File -> Save Games to Book
This should create a symmetrized book (because the filename you gave ends in '-sym'; the statistics of mirror-image positions will be combined, and only one of those will go into the book. If you probe for the other, WinBoard will use the reflected version of the one in the book.
In principle this procedure is cumulative: as long as you do not exit WinBoard the book it has saved still resides in its memory, and when you load a new PGN file and hit again Save Games as Book, you get a book made from the games in both files.