Most CDE desktop applications have built in help available via the 'help' menu.
CDE comes with a series of man pages describing the programs available and the programming API. For convenience the program pages have been converted to HTML and are linked below.
We have the Docbook source to an 11 book series of books aimed at Users, Administrators and Programmers of CDE. Unfortunately we cannot yet auto generate these documents from source (due to the very old version of Docbook used), but we have pre-generated PDF files from CDE 1.0 for people to use in the mean time.
The resources on motif.ics.com.
The O'Reilly series 'The definitive guide to the X Window System' may be worth checking out, in particular the two volumes on Motif and the two volumes on Xt