When you search, Help Desk groups the results by manual and collection. The manuals are ordered from the most-used documentaion (e.g., R5RS Scheme) to the least-used (e.g., MzScheme internals), and all manuals precede library collections.
The PLT distribution archive includes a partial set of documentation. A hyperlink in this partial set may refer to a manual that is missing from the distribution. If you follow such a link, Help Desk provides a special page for automatically downloading and installing the missing manual. For certain manuals, the PLT distribution includes a searchable index file rather than the whole manual, so a search result link might refer to a missing manual.