If ordered from Stardock/Total Gaming Network.
Note Replace G with the letter of the drive you installed the game on. Also if installed in a custom directory look in "Sins of a Solar Empire" Folder.
G:\Program Files\Stardock\TotalGaming\Sins of a Solar Empire\Manual.pdf
If you Digitally downloaded it from another service, either check in the "Sins of a Solar Empire" Folder or use the search feature of this forum.