The Imperial Library

Redguard's version of The Firmament contains information about the Warrior and its Charges:

The Warrior is a Guardian Constellation, and thus protects his Charges from the Serpent during his Season. His Charges are the Lady, the Steed, and the Lord, Minor Constellations which share his Quadrant of the Heavens. The Serpent threatens Different Charges during Different Seasons, and the Warrior's Very Aspect will Change according to the Times. If, for Example, His Lady is being threatened the Warrior will seem as if he is looking to His Left, Eyes blazing towards that Part of the Sky wherein she resides. Thus, to find the Serpent during the Warrior's Season look to where he looks, for that is where the Coiled Beast is active.

The verse recited by Coyle in Redguard is fairly interesting, as well:

Strong Warrior charges
Steed prancing
Lady dancing
Lord advancing
Through the night.

Morrowind and Oblivion's The Firmament also has detailed information about the Warrior and its Charges:

The Warrior is the first Guardian Constellation and he protects his charges during their Seasons. The Warrior's own season is Last Seed when his Strength is needed for the harvest. His Charges are the Lady, the Steed, and the Lord. Those born under the sign of the Warrior are skilled with weapons of all kinds, but prone to short tempers.

[...]

The Lady is one of the Warrior's Charges and her Season is Heartfire. Those born under the sign of the Lady are kind and tolerant.

The Steed is one of the Warrior's Charges, and her Season is Mid Year. Those born under the sign of the Steed are impatient and always hurrying from one place to another.

The Lord's Season is First Seed and he oversees all of Tamriel during the planting. Those born under the sign of the Lord are stronger and healthier than those born under other signs.

Morrowind and Oblivion's The Warrior's Charge is all about the Warrior and its Charges:

And the star sung far-flung tales
Wreathed in the silver of Yokuda fair,
Of a Warrior who, arrayed in hue sails
His charges through the Serpent's snare.

And the Lord of runes, so bored so soon,
Leaves the ship for an evening's dare,
Perchance to wake, the coiled snake,
To take its shirt of scales to wear

And the Lady East, who e'ery beast,
Asleep or a'prowl can rouse a scare,
Screams as her eye, alight in the sky
A worm no goodly sight can bear

And the mailed Steed, ajoins the deed
Not to be undone from his worthy share,
Rides the night, towards scale bright,
Leaving the seasoned Warrior's care

Then the serpent rose, and made stead to close,
The targets lay plain and there,
But the Warrior's blade the Snake unmade,
And the charges wander no more, they swear