Most programs installed on the system have on-line help files installed in the form of manual (or ``man'') pages. The man utility is used to look up these files and display them on the terminal; at the prompt, type man command for detailed information on the command command. For instance, man man displays information on the man command. An X client, xman, is also available.
If you aren't exactly sure what man page might cover your question, you can try typing apropos keyword, which will attempt to find a list of man pages which seem to match keyword. It's not perfect, but it can be helpful.
Many GNU utilities have documentation in info. The info files are hypertext documents arranged in a topical hierarchy; when executed without options, info displays the top-level file.
The more sophisticated (or well-designed) programs often have built-in help systems. Failing that, documentation for many packages on our Linux systems might be found in the /usr/doc directory. Larger software packages which are installed in their own directories may have documentation stored there as well.