Where do you put downloaded tutorial PDF files? 
weu…
Welcom to Elysiun, or BlenderArtist, whatever…
First of all Post clear question, it will help us to reply something usefull.
For now: I will give you the information i think you need.
To download the manual in pdf format go here:
http://download.blender.org/documentation/BlenderManualIen.23.pdf.zip
To see it online in HTML:
http://download.blender.org/documentation/htmlI/
The manual is cut in two part here you got the PDF of part2:
http://download.blender.org/documentation/BlenderManualIIen.23.pdf.zipTo see it online in HTML:
http://download.blender.org/documentation/htmlII/
And regarding the original question: we to put the downloaded PDF…
well somewhere on you Hard Drive. Who cares, as long as you can acces it easily.
Also, to read it you need acrobat reader(if that’s what you mean) here:
http://www.adobe.com/products/acrobat/readstep2.html
Last thing:
Next time, see where you could post a new topic. This question could go in blender general because it’s related to blender.
blend on!