On each section of the SonicWall there is a built in help section. It is on the top right corner of the page and is labeled Help. It is very specific to each page that you are currently on.
For example, if you are under Network | Interfaces and select Help, it will show you how to configure the interfaces and the possible options for configuring interfaces. There is a vast amount of information available in the Help section. This Help section is not embedded into the device and requires internet connectivity in order to work. This provides real time updating of the content so the information available is accurate.