I wouldn't think it is normal, especially since the help documentation is provided online for free as far as I know. If you right click a term in the Actions panel is there an option there to "View Help" ? If so, what happens when you click it?
If you are not sure what I mean, try typing the word "MovieClip" into the Actions panels, right click it and go from there. clicking the View Help option should open the online help documenation to the MovieClip section.