While there is a compiled HTML help file uedit32.chm for UltraEdit for Windows which is always specific for the installed version of UltraEdit for Windows and mostly up-to-date, there is no such help for UltraEdit for Mac and Linux.
Users of UEX/UEM have to use Online Help
which contains pages specific for UEX/UEM, but also all pages related to UltraEdit for Windows only as the feature is not yet available in UEX/UEM. I don't know how up-to-date this online help is and how good is explained which feature or configuration setting is available in which version of UltraEdit for Windows / Linux / Mac as I don't use it often.
The power tips
page contains links to power tips specific for UEM/UEX.