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I don't know of any software that comes w/ manuals or much of anything in the box these days. My immediate gratification need tells me to just download. But I'm also curious if there is some advantage to ordering it shipped to my home.
Yeah, there is something nice about having a full install disc. I make use of some of mine tho years old, to reinstall as may be needed on new or repaired machines. There are all sorts of excellent 3rd party manuals available, usually a little more user friendly than what Adobe wrote.