Never seen the musical, but if I remember correctly, there is a scene in the book where Elphaba kisses Glinda on the lips when she is saying goodbye to her. It's not expounded upon beyond that quick moment, and both are in relationships with men, but I think the implication was that they had romantic feelings for each other. The book does have some other queer themes and characters, Elphaba's "father" is bisexual and was in a polyamorous relationship with his wife and a male munchkin. There's also a pretty disturbing SA scene involving a tiger and a male schoolmate of Elphaba.