The differences between this movie and the book

You could ask the same question of all other film adaptations.

Sometimes the changes are bona fide improvements over the source material (e.g., JAWS; the movie is better than the book in my estimation.)

Other celluloid departures from source material are often done for artistic and practical reasons, e.g., the book is too lengthy and is therefore trimmed in the transition to the screen.

I've always felt that "Hitch" gave himself leave to make significant changes in all his source material in order to make a suspense film HIS OWN way. In the case of The 39 Steps the book was 20 years old so it didn't much matter. But even as late as Topaz which was a very recent popular novel he allowed himself to very freely adapt it - there's hardly any resemblance. The only time he closely followed the novel was in the case of Rebecca. He was constrained by producer Selznick, who wanted a faithful adaptation as a follow-up to Gone With The Wind, or at any rate as faithful as the censors would allow. (Maxim could not have "gotten away with murder" as he did in the novel). The ending of Frenzy is completely different than the source novel, and is quite a downer! I know - I read it!

It is an adaption and you will note that the screenwriter was John Buchan. Hitchcock added stuff for dramatuc effect such as the music hall which was subsequently kept in other movie versions.

I think Hitchcock and his writers did a good job of cutting down and reshaping the material for the movie. The only things I can think of that don't have any basis in the book are handcuff girl and the music halls. Most everything else is a variation of something from the book, a lot of it just sort of merged together and/or recontextualized.