Prior SQL Server 2012, you have the option to install Book Online for SQL Server. In SQl Server 2012, the option is still there, however, selecting this option will only install the document viewer rather than the library. You will have to take more steps to have the document downloaded. Here are the steps you can take to install the library.

By Default, libraries will be downloaded and installed in C drive. If this is not the location you want, you may want to follow steps here to change the path.

1. Open SSMS, go to Help, and select Manage Help Settings. Help Library Manager will be opened
2. Choose Install Content From On Line. The Help Library Manager will retrieve available libraries online.
3. Scroll down to SQL Server 2012 and click on “add” for items Books OnLine, Developer Reference, and Installation.
4. Click on Update.