Okay, lets get some things straight. Warranties that you buy cannot be voided by parts you add to your vehicle, pretty much no matter what. However, CLAIMS can be denied outright if and only if the parts that were installed DIRECTLY caused the issue at hand. If the transmission decides to fall out at a stop light, they can't deny a claim on the car b/c you have a full exhaust with no cats unless they can prove that the install required some fancy work that has to do w/ a transmission.
Hell, coming from a Subie world, I had a stage 3 WRX that a motor blew on and it was covered under warranty since the engine failure was not a direct result of my driving or my modifications but, mods that were previously done to the vehicle when I took ownership of it. I think I had to spend some cash on a new clutch and flywheel on it, that was it b/c I was around 80k miles on stock.
Sorry, when people talk about warranties, they always think everything under the sun will "void" it.
Okay, as for the owner's manual and paper work that you should have gotten. Is this your first new car? Owner's Manuals (on all the new and some used vehicles I have purchased in the last 5 years) did not have the manuals or anything else in them until I signed paperwork to take over those vehicles. It seems that, at least in my area, dealers don't want manuals damaged or stolen on vehicles. Yes, they do get stolen, oddly enough.
My suggestion would be to go back to your salesman and request all of the paperwork and a free shirt and hat. Hell, most salesmen will give you their business cards and a dealership card in the manual for your keeping so it seems that either you or the salesman were in a bit of a hurry to get the deal done and it was forgotten.
Sorry, my e-rage is high after traffic today.