SMAUG didn't come with a manual. None of the JJP machines did. If memory serves me correctly, my Smaug machine is back East, it came with a CD that had the manual on it. For the first (I believe) three machines JJP made they did come out with a physical manual that you could buy for $100. These came out after the machines were made so it wasn't even as if you could buy it with the machine.
As for documentation, there wasn't a lot. I recall the CD (manual), a certificate of ownership (had number of the machine you received on it) and a few pieces of instructional paper. I believe that's about it.
There was also a "goody" bag inside that contained some replacement parts.
You might find someone willing the sell the physical manual but other then the manual and certificate .... you're not missing anything!