The version of Rd.sty here uses url.sty. This is normally installed, and can be obtained from any CTAN node or mirror: see http://www.tug.org/ctan.html The Reference manual is made using the ae virtual fonts package. If you do not have that available, you can get it from CTAN, or set the macro AE, for example make AE=. dvi but the latin1 characters in text.Rd (and a few other places) will be missing. The ae font package provides a reasonable approximation. You will get better rendition by using a Rd.cfg containing \usepackage[T1]{fontenc} BUT you cannot use t1 postscript fonts with that setting. Support for making PDF versions of the manuals is currently experimental. You will need pdftex and the hyperref package (and ae, see above). Hyperref versions 6.56 and 6.67 are known to work. For Windows builds you may need to alter the TEXINPUTS. The examples in Makefile.win work with fptex.