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It was linked from the main site.  After I downloaded AGS I saw the Help and FAQs box on the right hand side of the page:
http://www.adventuregamestudio.co.uk/site/ags/
I clicked on Online Manual, taking me to:
http://www.adventuregamestudio.co.uk/manual/
Then clicked Introduction, going to:
http://www.adventuregamestudio.co.uk/manual/Introduction.htm
From this page, there is a link to the tutorial, with the dead links. 

This is how I got from the main site to the links in question :]

The manual at http://www.adventuregamestudio.co.uk/manual/StartingOff.htm has a variety of dead links, i.e. all the links there that go to http://www.adventuregamestudio.co.uk/acintro[number].htm are giving me a 404 error.  The error page asked me to report this in the forums, so here I am.