Terry,
Depending on whom you ask, the answer is "yes", "no", "maybe" or "sometimes". It depends in large part on the type of damage. Some breaks need to be drilled because they are sub-surface. In order to introduce resin and perform a good repair, it is necessary to drill. You will find some breaks where the impact site has a lot of debris or crushed glass, and this should be removed either by scraping with your pick or drilling. I prefer to use the 'pecking' method of drilling for damage like this. With the drill on low, touch the glass and back off. Repeat this until the area is clear, then blow the glass particles away with canned air. (This is very similar to the way your dentist works on a cavity to prepare it to be filled). Occasionally, you will have a break with a legs that dont fill and you may find that drilling and popping a mini-bulls-eye will connect these legs to the injection site and then they will fill.
As you practice and become more familiar, comfortable and confident with the various repairs, you will develop an instinct for when drilling is necessary and when it isnt. No two breaks are exactly alike. Be patient, and practice, practice,practice.

You asked about training manuals. Many of the companies will sell just the manual. Also contact suppliers and request everything they will send you free. They all have a lot of good information to share.

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