The online documentation is installed by default when you install Alias. The default install location is:
C:\Program Files\Autodesk\Alias2011\Help (Windows)
Applications/Autodesk/Alias2011/2011.app/Contents/Resources/Help (Mac)
The installed documentation includes:
Courseware files (wire files, and other support files) required to complete the Learning Alias and Technical Surfacing tutorials are not installed, but are available for download. See Installing the tutorial courseware.
Printable PDF versions of the documentation are also available for download. See Printable PDF versions of the documentation.