Kimmelman, J., Mogil, J. S., & Dirnagl, U. (2014). Distinguishing between Exploratory and Confirmatory Preclinical Research Will Improve Translation. PLoS Biology, 12(5), e1001863. http://doi.org/10.1371/journal.pbio.1001863
Exploratory and confirmatory factor analysis (EFA vs CFA) are two different approaches. EFA is most used and included in most Statistical packages. I Guess you mean CFA, which is a more theory-driven approach. You would need Statistical packages With CFA included, e.g., Mplus. The best book explaining the two approaches is Brown's: Confirmatory Factor Analysis.