I opened the Vim user manual with the :h user-manual | only command (to open it in one window) and now I want to enter/open the separate text files. I tried to put my cursor over a section, such as |usr_01.txt| , and press CTRL-j but nothing happened.

Overview ~

Getting Started
|usr_01.txt|  About the manuals
|usr_02.txt|  The first steps in Vim
|usr_03.txt|  Moving around
|usr_04.txt|  Making small changes
|usr_05.txt|  Set your settings
|usr_06.txt|  Using syntax highlighting 
|usr_07.txt|  Editing more than one file
|usr_08.txt|  Splitting windows

To navigate to the section under the cursor, you use Ctrl] (that's a right bracket, not a j):

The text contains hyperlinks between the two parts, allowing you to quickly jump between the description of an editing task and a precise explanation of the commands and options used for it. Use these two commands:
Press  CTRL-]  to jump to a subject under the cursor.
Press  CTRL-O  to jump back (repeat to go further back).



:h usr_01.txt and so on should do it for you.

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