Hi
It’s kind of stupid that https://manual.audacityteam.org/man/unzipping_the_manual.html asks me to unzip the manual to a folder - /usr/share/audacity - which I don’t have write permissions to… 
Neither Files (Nautilus) nor Krusader will do the extract.
It is normal for authentication to be required when installing something.
Did you try using “sudo” as described on that page?
You can unzip the manual into your user space (in your HOME directory or any sub-director of HOME) without elevated privileges, but then you will not be able to open the manual from the Audacity Help menu (Audacity expects the manual to be installed system wide). You would still be able to open the manual by pointing your web browser to the manual index.html page.
OK. Yes. With ‘sudo’ in Terminal - that worked! But that suggestion is like a foot note on the “Unzipping the Manual” page, so I didn’t actually read it. 
It would be nice if more Linux distributions packaged the manual and offered it as a “recommended” dependency. Unfortunately none do as far as I’m aware.