Many (most?) came with printed manuals that described all their functions and how the controls work. Though, that wouldn't usually teach general concepts of subtractive synthesis or the like. Honestly I'll wager that most synth musicians learned by experimenting with the synth for hours on end, just as I did when I was learning. I mean HOURS and HOURS. Synthesizers are not actually that complicated, and once you understand the fundamental pieces, you find that basically all synths just have some combination of those fundamental pieces. You can either find out that foundational stuff by observation or getting lucky with a synth manual that lays it all out for you, or knowing someone that is already knowledgeable with that stuff.