Help is always just a mouse click (or two) away. When you choose Help from the top menu, you're presented with a menu of options.
The first two are the only ones you actually should be concerned with. The other ones either display the About screen, or deal with your software license.
Choosing Director Support Center will open your Web browser and connect you to Macromedia's online Director Support Center. The support center contains articles, tutorials, tech papers, and more. It's an invaluable resource, and you should definitely make it a point to visit.
Choosing Director Help (or pressing F1) will open Director's Help system.
Help is divided into three main sections: Getting Started with Director, Using Director, and the Director Scripting Reference.
Getting Started with Director goes over some basic information such an Introduction, System Requirements, and offers a couple of introductory tutorials.
Using Director offers a collection of tutorials that cover many aspects of the program.
The Scripting Reference contains what used to be called the Lingo Dictionary. The scripting reference provides detailed descriptions of all of Lingo's keywords and operators, and it provides sample scripts and ECMA equivalents. As you might guess, the Scripting Reference is quite long, especially considering that Lingo has more than 1000 keywords and methods.
Personally, I still consult the Scripting Reference on a regular basis, as it's no simple task to try and memorize each and every keyword.
One very nice feature of the new Help system is the ability to save bookmarks.