The Getting Started Guide is automatically launched when Myo Connect is opened for the first time. To go through the Getting Started Guide again you can select Getting Started... from the Guides section in the Myo Connect menu.
The Myo armband must be connected to Myo Connect through Bluetooth in order for some Guides to be accessible.
Alternatively, you can select the Launch Getting Started Guide button on the Myo Armband Manager screen of Myo Connect. You must remove any connected Myo armbands listed on this screen first.