Thank you for providing more detail!
I have tried to find the book or books on the Internet. Have looked in a number of places and also eBay. So far, have not been able to find any information. That doesn't mean that it's not out there, though. Have you tried going to a public library to see if they have The Manly Art Home Training Course. If they don't then it would be likely that they would have a record of it's being published. Another source that might be worth having a look at would be the Library of Congress.
Library of Congress Home
This is three separate volumes. Correct? Are they hardcover of softcover? How many pages are in each volume if it is three separate books? Are the drawings in color or black and white? That will make a difference as to it's possible monetary value.