There's no help file that I know of.
It's all a bit overhyped to be honest. The best bet is set your songpicker to the Songs and Lessons folder, make sure you have sub-folders enabled and look through the list. Here it will show you song and titles. Forget the practice window, it just shows pop-ups with file names as far as I know, browse through the songpicker instead.

Songs / fakebooks stuff etc are mostly just midi and chords, no lessons with them but can be useful.

As far as I know, the Artist performance sets are just songs but have accurate TAB / Notation (I think) so the lesson is really just notation to read and learn from.

Copy me etc and some of the riff lessons that aren't pure midi come with voice over. Just load a "lesson" to find out if they have voice or not. You can also get an idea by looking directly in the folders and see which have audio files.

Honestly, there's no easy way to explain and no user guide that I know of. It's just find something, load it up and see if it's useful to you.

Some of the instrumental studies are actually quite good. As far as I know they all have voice over and accurate notation. These are the only ones that I would think are closer to what you would call a lesson.

The most useful part of all of these things is that you can slow down and loop to learn or practice songs, riffs licks etc.

The Lessons button on the practice window is for entirely separate products that you can purchase such as Masterclasses etc. I can't comment on those really. The only one I ever purchased was many years ago, I think it was Jazz guitar masterclass which was pretty disappointing if I remember rightly.

None of the lesson stuff is anything I've ever made much use of other than the fake books which can be handy. Someone else with more experience may correct me if I'm wrong about any of it.