Let's make sure that you have the correct file.
Go to this page: http://audacity.sourceforge.net/help/documentation
Click on the link that says "Download the Audacity manual in HTML format."
Unzip (extract) the file.
You will now have a folder called "manual-1.2"
Open the folder and look for the file called "index.html"
For convenience, you could make a desktop shortcut to index.html