Praise be to Allah, the Lord of the World; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.
Allah Commands Muslim women to wear Hijab in the following verse: {O Prophet! Tell your wives and your daughters and the women of the believers to draw their cloaks (veils) all over their bodies (i.e. screen themselves completely except the eyes or one eye to see the way). That will be better, that they should be known (as free respectable women) so as not to be annoyed. And Allah is Ever Oft-Forgiving, Most Merciful.} [33: 59].
Scholars named this verse the 'verse of Hijab'. The above verse is a clear proof for wearing Hijab. Imam Ibn Katheer said: 'Allah Ordered His Prophet (Sallallahu Alaihi wa Sallam) to enjoin Muslim women to wear Hijab and to draw their cloaks all over their bodies to be distinguished from the characteristic of the women of pre-Islamic period and also from slave women'.
The Arabic word used in verse is "Jilbab" that means the robe that is worn over a veil.
Know that there are many proofs from the Qur'an, Hadith and from the sayings of Muslim scholars confirming the obligation of Hijab. There are many books written in this subject you may easily find such books in most bookstalls on Islamic issues.
Allah knows best.