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Yes i know Help can be accessible through PDN, the challenge is with SMA, you cannot download it separately, it comes in the distributive bundle. And it was not provided in the download of 7.2.2 Personal Edition.
I hope you are also checking for PE 722. If yes then PE 722 does not come with bundled SMA and help web app. SMA comes as part of PRPC media and if needed then you need to request PRPC media to get SMA.
For SMA, If you have Pega 7.2.1 installed on your laptop, you can get prsysmgmt.war file from that installation folder and go to http://localhost:8080 and deploy that via tomcat. It worked for me. PM me if you don't know how to deploy a war file on tomcat.
In order to get SMA you need to copy prsysmgmt.war and prhelp.war into webapps folder of tomcat server folder. so when you start the server those two war's are deployed. Type localhost:8080 in your browser and click manager apps to see prsysmgmt in running condition. If you need any help regarding the process please reply to me.