If you're used to working with a word processor like MS Word you will find that editing in Help+Manual is different from a word processor in some ways. It's just as powerful, but the way it stores text formatting is different, and you need to understand this.
Word processors like MS Word store paragraph styles and formatting in the paragraph end mark. In word processors like this you can format a paragraph by selecting the end mark and applying formatting. Also, if you delete the paragraph end mark in these word processors the formatting of the entire paragraph will be deleted. This does not happen in Help+Manual.
Help+Manual's paragraph end marks don't store anything, they are just carriage returns marking the end of the paragraph. Instead, the formatting is associated with the entire paragraph. Since the paragraph end mark contains neither formatting nor any other information you cannot select it or format it.
In Help+Manual formatting is associated directly with the text and the entire paragraph. When you apply formatting to text it is associated with every letter of the text. When you apply a style to a paragraph in it is associated both with the entire paragraph and with every letter of the text it contains.
You will see this, for example, if you copy a passage of text from one paragraph to another. If you then put your cursor in the copied text and look in the style selector in the toolbar you will find that it still has the attributes of the source paragraph. (You can prevent this behavior by using the Paste as Text tool in Write > Clipboard or Ctrl+Shift+V.)
Paragraph formatting attributes are only copied if you copy an entire paragraph, including all the text in the paragraph down to the beginning of the next paragraph.
Once you get used to it you'll find that it's quite intuitive and also has its advantages. For example, unlike Word you can't accidentally delete the formatting of an entire paragraph by pressing DEL or BACKSPACE. If you ever accidentally join two paragraphs you just need to press ENTER to separate them again. You may need to adjust the paragraph formatting or reapply a style to adjust the paragraph formatting, but that's it.
When paragraphs are joined the program automatically uses the paragraph attributes of the upper paragraph in the text, because a paragraph can't have two sets of paragraph settings.