The Steam version installer runs a program located in the game folder to create shortcuts to the game's manuals. If permissions prevent that from happening, the shortcuts are not created. You can do this manually.
If you go to the START MENU/PROGRAMS and don't see a 3000AD folder there, using Explorer to navigate to your Steam install folder. Then do the following:
All Aspect Warfare:
Go to steamapps\common\all aspect warfare folder and run the aaw_steam_shortcuts.exe program.
Angle Of Attack:
Go to steamapps\common\all aspect warfare folder and run the aoa_steam_shortcuts.exe program.
If all goes well, you should see the shortcuts to the PDF docs.
Also, the docs (manual, tutorial, commands) are rendered as high res JPEG images within the game when you use ALT+D or ALT+Q
If you need to print the PDF versions - without using the shortcuts above - navigate to the folder above and go to the DOCS sub-folder There you will find three PDF files which you can print.