Stata has made all the Stata 11 documentation available as PDF files from within Stata itself. To see the full documentation for a particular command, type:

help command

and then click the link under Title in the window that opens. For example, if you typed help regress you'd click on [R] regress to get the full PDF documentation rather than just the help file. (The [R] indicates that that entry is found in the Reference manual.)

Alternatively, click Help, PDF Documentation to open the complete PDF documentation from the beginning. This is more useful for general reading, for example if you wanted to read the entire User's Guide or the entire Multiple Imputation manual.