Here are the documents provided by Frictional Games.
This short Getting started document gives you a step by step guide to installing and setting up everything the first time.
The HPL-Engine© Content Creation contains all the information one needs to create content for the HPL Engine. However, it's a small book so to make the best of it look things up when you need it and do not attempt to read if from start to end in one go.
The Script Reference document document contains all the scripts you can use.
HPL Particle Editor, everything you need to know to be able to create amazing particles using the HPL Particle Editor.