New iPad Air Questions

Once upon a time I had an iPad 2, and it was good. Yesterday I got an iPad Air. Was there supposed to be a manual anywhere? I did download it from Apple, but shouldn't it be on the device?
Is iCloud the preferred way to transfer data these days? I find iCloud annoying. I don't need everything on my iMac, iPhone and iPad. I want to select what is on each one.
Does Air Drop work between an iMac and the iPad Air? If not, why the **** not?
Does connecting the iPad Air to an iMac do anything at all? The iPad Air didn't appear on the desktop. Can I not transfer stuff via USB?
Thanks for any answers you might have.

AirDrop does not yet work between a Mac and an iPad/iPhone.  I suppose that they will add some of that functionality soon, but AirDrop on Macs currently functions quite a bit differently than it does on a Mac, so there's not a one-to-one correlation.
If you connect your iPad to your Mac, it should automatically pull up iTunes.  This is where you'll find the interface to interact with your device.  There will be a new tab/button in iTunes that lets you examine what's on your iPad, back it up, and even transfer some document-type files.  Ordinarily, though, there is no real reason to transfer anything via this method.  Your contacts, notes, calendars, etc., however, should already have synced up if you have activated iCloud.  And if you choose to use iCloud for iWork documents and whatnot, then they are automatically synced as well.  I'm not sure why you're unhappy with iCloud.  I find it to be a simple and unobtrusive way to never have to worry about what device or computer I am using.  All my stuff is just automatically everyhwere.  But if you don't like that, you can choose to save things to the Mac hard drive only, and you can turn off document syncing in your iCloud settings on your iPad.

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