If you purchase the full media kit, it does come with a hard copy manual and a Quick Start Guide. The D/L version includes a PDF manual.
The current version is 2.2.6 available from Nikon updates.
Although Nikon's User's Manual is great, it does not cover workflow. I added two (2) books to my photo library both of which cover workflow techniques in detail plus supplemental processing techinques that greatly enhance the already wonderful Nikon User's Manual:
Capture NX 2: Industrial Strength Production Techniques by Ben Long, ISBN-13: 978-9-321-55359-1
Nikon Capture NX 2: After the Shoot by Mike Hagen, ISBN-13: 978-0-470-40926-8
I do about 70-80 percent of my post processing using NX 2 and restort to PS for only the really tough problems or special effects.
What I have been doing with pdf's is to convert them to Kindle format and read them on my PC using "Kindle for PC" (free eBook emulator from amazon, no strings attached). I use Mobipocket creator (also free), which can convert other file types in addition to pdfb. The advantage of Kindle for PC is that you can search, take notes, bookmark, and highlight. The searching is very fast and superior to the usual search, search next, since it returns your keywords in context.
With Kindle for PC, I can have the reference manual handy when I'm working with the software.
Mobipocket creator doesn't do a perfect job with pdf's, but usually it's good enough. Anyway, I would rather have a sharp stick in the eye than read a pdf on my computer screen. Pdf's are not designed for human consumption.