Some good news, some bad news. The good news is, this is a genuine Nokia Lumia 920. I assume that's a cyan-colored case on the phone? The manual is obviously a Chinese knock-off. HOWEVER, the Lumia itself does not come with a user manual. You have to print one yourself from Nokia's website. The only contents included with the phone NEW are the charger, SIM door key, quick-start guide and NFC tag.
The bad news? You got a refurb or worse-a defective phone that was returned. You are having problems with SMS messages. Are you running on the AT&T network? There's a high probability that issues you are experiencing were the reason the phone was returned. Does the camera say "Nokia" or Carl Zeiss" on it? Because true Lumia 920's say Carl Zeiss on them.
In any event, you need to return that phone. It is not what you paid for and you waaaayyy overpaid for what you got.