Sounds like you only got the CD. Put the CD in the drive and with explorer on the CD drive look at the folders. There should be a folder called Manual or like that. This is the UFT manual and can be viewed with Acrobat which is also on the CD if you don't have it. Have lots of paper on hand if you want to print it out. Last time there was over 300 pages I think.
F1 will give you the help files.
Under Help on the tool bar is Wizard click on this for aids.