Hi again, Anne-Sophie,
As Chelsea Tone said above, there is no manual that comes with the iPhone. However, if you really do want something, and don't want to use the online version, you could just buy
this book here from Amazon.co.uk, for a little less than £11.
I have it, and it's a damn good book.

There are several alternatives too, depending on how detailed or basic you want your information (e.g. iPhone for Dummies, etc).
If you do get stuck though, then your quickest solution would be to ask in here, in the AV Forums iPhone threads!
Pooch