Games used to have manuals which you'd pore over a bit before playing.
Of course, and I nearly wore out the manuals for games like Descent from reading them so much. I'm sure the original Fallout had a lovely thick physical manual as well. Whether or not the Steam copy happens to have manual access doesn't really affect my point either way, as I'd assert that the overall concept of needing to peruse a manual before playing a game is an outdated one...not just because the manual might get separated from the game, but mostly because it's an immediate immersion-killer, an up-front barrier to entry that could be handled much more elegantly by in-game means. It reminds me of those times when you're trying to play a new board game and have to spend a good 10 or 15 minutes poring through the instruction sheet to figure out how the hell to play it...sometimes, by the end, the game barely seems worth playing anymore.
More importantly, though, there are often critical portions of games that manuals just wouldn't cover. Sure, they'll go through how the menus work, and all of the various controls and functions, and maybe some general strategies and tips, but they're not going to clue you in on some of the more involved stuff. I know a bit about Fallout, enough to know that how you distribute your initial stats greatly affects how the game unfolds, and that not putting enough towards intelligence can be a real pain in the ass. That's probably something a manual wouldn't get into, so you'd either have to figure it out the hard way by creating a dumb-as-a-log character, or have someone else tell you as much. Maybe the prime example I've ever heard about is from recent entries in the Pokemon series, where there's apparently this whole crazy
system of bonuses and statistics that's almost completely hidden and never explicitly referenced in-game. Obviously that's an extreme case, but I've definitely played multiple games over my life that made me fall victim to, as TV Tropes would put it, Guide Dang It moments.