Yes, of sorts. The most useful command is COMMANDS, which lists all the main commands so you can pick out the one you knew existed but didn't know what it was called... There is also HELP, which explains the most important commands, but it's quite long so don't do it too often. INFO will give you some information, and HINTS might help a little. Of these, only COMMANDS is worthwhile reading more than once.
Is there any on-line help while I'm playing?