There is not one comprehensive student guide as the new Pega Academy is modularized and modules can be interchanged in different missions. That said, you do have access to each module's content for your review offline in the form of a PDF.
To get to the content navigate to the course, then the module, next click the appropriate topic. Once there you will see a down arrow in the top right corner of the page. Click that and you will be able to download the content for that topic.