It was suggested by atrol in a discussion on the mailing list [1] to add a link to the Administrator's Guide (like http://<yourLocalMantisBT>/docbook/adminguide/en/administration_guide.html#ADMIN.TROUBLESHOOTING) for specific error messages.

jreese pointed out that people using distro packages or git checkouts won't be able to follow these links, in which case it may be better to reference the documentation on mantisbt.org

Hybrid solution could be to add a configuration option in config_defaults_inc.php, like

$g_documentation_root = "%path%docbook/adminguide";

Distros and git checkouts can then change this in config_inc.php to
$g_documentation_root = 'http://www.mantisbt.org/docs/master-1.2.x';

[1] https://sourceforge.net/p/mantisbt/mailman/mantisbt-dev/thread/830267276.440191.1333973931112.JavaMail.open-xchange%40com4.strato.de/#msg29103768

EDIT: gmane is dead, link to SourceForge mailman archive instead