The SHENZHEN I/O manual is distributed with the game as a PDF. To open it, look for a file called "SHENZHEN IO Manual.pdf" in the following location:

Windows:
C:\Program Files (x86)\Steam\steamapps\common\SHENZHEN IO\Content\

MacOS:
~/Library/Application Support/Steam/SteamApps/common/SHENZHEN IO/Content/

Linux:
~/.local/share/Steam/SteamApps/common/SHENZHEN IO/Content/

If you have installed the game to a location other than the default location, you will have to look there instead.