Many programs come with some sort of documentation, often in a file called README or something similar. It is a VERY good idea to read them with care. It is boring to see (and answer) questions that are answered in the documentation. Most programs also have ``man pages''; use the command man programname to get documentation on a program named programname. To get help using the man program, use man man.
Most distributions put other documentation about programs in the directory /usr/doc/; your distribution should include documentation on how to access that documentation.