I'm sorry, but the online help (see Help menu)is the only "manual" available for the VTune analyzer. Although, you might be interested in "The Software Optimization Cookbook" (http://www.intel.com/intelpress/sum_soc.htm).
If your DLLs are not in the directory specified in the "Working Directory" field and not in the PATH, you can modify the environment which the application will inherit when launched by the analyzer.
After creating the activity with a wizard (the easiest way to create an activity), "Modify" the activity and select the application in the "Application/Module Profiles" list and press the right-hand "Configure..." button. In the resulting dialog, press "Advanced...". In the next dialog, uncheck the "Use default environment" check box. You can now edit the environment your application will have when the analyzer launches it. So, you can now add the DLL directories to the PATH. OK out of all dialogs and run the activity.
Does anyone have a different way of addressing this problem?