Documentation in HTML and PDF formats is provided in a separate archive on the CD-ROM. If you want to access the documentation, you should unpack the appropriate archive named Finding out which CD-ROM files you need.
HTML documentation is installed in the lib/7-0-0-0/manual/online sub-directory of the LispWorks library, and can be accessed via the Help menu in the LispWorks IDE.
The PDF format manuals are installed in the lib/7-0-0-0/manual/offline/pdf subdirectory of the LispWorks library.
LispWorks Release Notes and Installation Guide - 2 Mar 2015