But they're files already!
Use manpath to see the directories used by your system, and man --where --all foo to find a specific manual page of foo.
The standard location is /usr/share/man according to Filesystem Hierarchy Standard, and /usr/man is usually a symlink to that directory.
Other locations can be defined in /etc/manpath.config or /etc/man_db.conf (exact location varies). For example, /usr/local/share/man is almost always included.
In addition, man tries to find manual pages for every directory specified in $PATH – for example, if you added /opt/plan9/bin to $PATH, man will automatically search /opt/plan9/man and /opt/plan9/bin/man.
If the $MANPATH environment variable is set, however, it will override all other sources.
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