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Starting out I would read them in the order listed here with one caveat:
only read the ones you need to read:

https://www.netiq.com/documentation/idm402/

So start with Getting Started, then go through What's New, and then work
through the installation, but only one of them since you don't need to
install two times to get one system. After that I'd read what I needed
to based on my experience which will teach you much faster than skimming
through PDFs. To quote others, "I hear and I forget. I see and I
remember. I do and I understand."

Good luck.
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