Games barely come with manuals anymore. Some games have an identical digital copy of their physical manual. Run the game, press the PS button, and scroll down one from the game you are running (ie: Demon's Souls).
I actually miss them, I remember spending time reading through every page and sometimes they add extra info on a curtain character tht wasn't mentioned in the actual game.
They did that for a bunch of old ps1 rpgs, that would be the first thing I would do is read up on every character ^^