There really wasn't much of a paper manual that came with the software.
Back in the DOS days, when monitors ran on kerosene and you had to clean the
soot off the back of the screen before starting work every morning, serious
software like Project would include a manual the weight of a cinder block in
the box. But we've almost come full-circle to the earliest days when retail
software was an 8" floppy and a couple of sheets of xeroxed documentation
sealed in a baggy. There's rarely more to printed documentation with
software now than a sheet of paper with the words "Insert disk in your CD
drive and follow the installation prompts." (And for the life of me I can't
figure out why we need a big box on the store shelf containing mostly air
for that CD and slip of paper when a nicely printed envelope or even just
the CD/DVD jewel case would do just fine and be far more environmentally
sound.)
I've used "MS Project 2000 Step-by-Step" from Microsoft Press as courseware
for my classes and find it quite good and thorough.