There isn't a manual, however there is not much to know. To load batteries in the DGX lights, unscrew the head from the body until the two pieces separate and then insert the battery or batteries in to the body, negative end first such that the positive end will be pointing toward the light head. Hold the head and screw the body clockwise back together all the way until it stops. Briefly push and release the button on the models with a switch to turn the light on or off. To turn off those models without a switch, twist the body counterclockwise until the light goes off then continue to twist the body one half revolution. Once assembled, the twist-on model lights should require a maximum of about one full revolution to turn on or turn off. Do not store any handheld light for extended periods with batteries remaining inside the device because over time batteries can self-discharge and then leak acid.

That's all there is to it, some models also include a little bag of spare O-rings should you need them. There is nothing special about the lubricant, any generic silicone O-ring lube used with underwater equipment will work. If the O-rings ever start looking dry, leave them in place but smear a very small amount of lubricant on the part of the O-ring surface you can see. You might also benefit from reading How to Use a New Twist-On Handheld Dive Light.