I guess they don't include it because it's quite a large download. You can download it separately, as well as quick start materials, here:
http://www.maxon.net/downloads/documentation.html
You might also check out Lynda.com's Cinema series which is geared toward new users.
cineversity.com is a subscription site by Maxon USA that provides comprehensive video tutorials, but it also has a lot of free content if you register.
Another site with a lot of tutorials is c4dcafe.com
And of course we at the Cow forum are happy to answer any specific questions you might have.