Well there are many Gospels, the most famous outside of the four in the Bible is the Gospel of Thomas which is written not synoptically but rather is a collection of sayings attributed to Jesus. It is not in the Bible because it adds nothing new that the other Gospels don’t cover and this particular Gospel has some parts that are counter to what is in other Gospels.
These are called Non-Canonical Gospels , there is the Gospel of Mary, Gospel of Judas, Gospel of Phillip, Gospel of Peter, Gospel of James, Gospel of Truth… you get the idea.
They are not in the Canon because they either do not add anything new to the life, death, and ministry of Jesus or they have parts that are counter to the other Gospels which makes them not beneficial to add. For example, the Gospel of Thomas has a section about the Last Supper where if interpreted in a certain way, could confuse people to think woman priests are okay. Thus this Gospel isn’t included in the Canon. It’s not a sin to read these Gospels but they are not necessarily inspired by the Holy Spirit or true.
You speak of James, there is a Gospel of James, I do not know much on it so I can’t speak on it (I know manly about Thomas in reference to non-canonical Gospels). But James either has something that is counter to Matthew, Mark, Luke, or John, or it has nothing new that causes it needed to be added to the Canon. That is the straight answer