Offline help is a separate Download from gimp.org
Since you didn't say what OS you use is impossible give more detail
Anyway is the old help of 2.4, not yet updated to 2.6, and if you use windows may not work
(some including me had problem on Win..i solved mine simply searching the "index.html" file of the help, and bookmarking in Firefox, but i may open only from FF not from Gimp)
User Manual interface for 2.63 as a plug-in so I don't have to g