I abhor the on-line help, not just Audacity but all the others also. Is there an easier way to gt a hard(paper) copy than to have to open it then print it out, then closing the window and selecting the next one etc.etc. etc. ect. 
Is it on-line manuals that you don’t like, or the html format?
The complete manual is includes in the Mac OS X .dmg installer, but it is in html format.
There are also some books available (real paper) http://wiki.audacityteam.org/wiki/Books_about_Audacity