I've read the book. Wei Shao never had concubines. His cousin had many concubines.
Book spoilers:
In the last life, Wei Shao married Da Qiao under orders but never saw her and didn't care for women. Soon before he became Emperor, he took in Lady Su as concubine (the man was an idiot with no emotional brain and Lady Su killed his grandma so she could marry in. Wei Shao blamed Da Qiao for grandma's death and took in manipulative Lady Su). After he became Emperor, his women were taken to the capital without him. He was fighting wars at the time. He didn't like Da Qiao so he said nothing about conferring the Empress and didn't think about it. However she was the wife his grandmother chose so he wasn't 100% opposed to it. Lady Su manipulated the maids, used Da Qiao's own insecurities against her and killed Da Qiao. Then, as the favored concubine, she had Da Qiao's body buried outside the palace and not in the imperial tomb, therefore leaving her without a family in the afterlife. When Wei Shao came back and heard about it, he thought it was a pity, but didn't care much.
At this time, Xiao Qiao was queen of the other state and heard about her sister. Then Wei Shao came with his army and conquered the state. Xiao Qiao died and when he saw her cold body he had an inkling that the prize he fought for was didn't exist. So he was not satisfied, became a dictator emperor who got rid of his trusted mem, went war mongering all over the place and eventually died by an arrow shot by Da Qiao's current life's husband. Fitting end.
Concubines->
Oh, and during his reign, he took in concubines offered by ministers because 'that was the thing to do' to consolidate power. He didn't spend much time with them or in the palace.
I admit, past life Wei Shao prevented me from liking Wei Shao in the book because shadows of past life Wei Shao was very much present in the book's Wei Shao. Drama's Wei Shao is much sweeter, therefore the drama is better than the novel.