It's not lack of manpages. You need to manually update the mandb.
sudo mandb
If you mean the help in some Gnome applications, did you installed yelp?

Thanks. Almost everything is OK now.
There were no manpages for Caja, Pluma, EOM and other MATE apps (but iirc I had the same problem with GNOME apps on Budgie). sudo mandb updated some manpages, but it didn't help. But installing yelp helped for all apps except Caja. When I open "Help" it says "The URI ‘help:mate-user-guide/goscaja-1’ does not point to a valid page.". I updated mandb again, but it still doesn't show Caja's manual.
Maybe @ikey can help.

What is your locale? Not every locale have a help file.
I think this is the matter of packaging the applications, you can check /usr/share/help/<your_locale> if the applications provide a help file for your language or not.
I guess after that you can close this issue.

My locale is Polish, but that's not the issue. If a manual is not available in Polish, then the English one is loaded. Caja is the exception - no manual is loaded.

I didn't have caja installed, but like I said check the /usr/share/help. If caja isn't in that path, close this issue then file another with Caja's help page.
The original issue was already solved right?

Caja is not in usr/share/help/pl nor in usr/share/help/C. I'll file another issue.
The original issue is already solved, so it's time to close this task.