I also think the help module is very helpful myself.
 

I certainly prefer a dedicated module like the current Help Module over pop up balloons,
less distracting for me (sometimes I switch off showing "Tool Tips", too).
 
Since the Reference Manual.pdf has not been updated, I prefer and like the SONAR.chm Helpfile, which is up to date and really well written in my opinion (and the German translation is excellent!)
 
A link of it on my desktop makes it easy available even when SONAR is not running.
 
But have to agree with the OP, the mentioned Audio-Setup-Checklist could be improved.
 

I have used the Help Module too and it is the first thing I use to identify what things are and what is associated with them.  I use the Help Documentation occasionally, but I use this forum and Google as my Main Manual for Everything.  This forum is a "Live and Dynamic" Sonar Manual that has replaced the books.  Google search gives me answers about my computer, which has mostly been the culprit whenever I have had issues.  Granted, issues are unsettling.  They can go on for days weeks and even months.  Every problem I've ever had was solved by the "Forum Manual"...as long as I was patient, and explained the problems properly.  That is the hardest part.  Me getting my issues typed out cohesively, with enough information to make a start.  Cakewalk has done it's job.  My job is to get my computer and third party drivers to do their job too.

Of course you don't want the pop up balloons once you've figured things out. Those are easily toggled on and off.
And I'm not so much saying the whole manual is badly done, no, It's just the information for newbies that is sadly un-helpful.

John
CW implemented the Help Module in 2016.03 update. I have it open on my system. Does anyone else use it?  

yes I do. and I find it quite helpful and non-intrusive ... and although I consider myself a "power-user" I still learn some tricks and shortcuts from it.