If you are looking to create a Technical Manual on the components that make up the Power BI Report and underlying data model, you can use External Tools like Power BI Model Documenter or Power BI Helper to create a detailed documentation as a Power BI file. You can also refer to DNA Power BI Challenge#13 - Acing your documentation for inspiration regarding layout and navigation design of your documentation.
If you are looking to create a walkthrough for the end user of the Power BI Report features (Drilldown, Drillthrough, Hidden Slicers, Cross Filters etc.), instead of a text based document, I would recommend you use visual combination of Screenshots, GIFs, Overlays and short videos which can be hosted on an internal secure SharePoint Document Library and embed these into PowerApps visual or other Custom Visuals either as a separate report on the same Power BI App or leverage Home Page of your Power BI Report for these purposes. Please find some resources for your quick reference. Hope this helps!
