there is help built into nzsql.  When you run nzsql, you see:

Welcome to nzsql, the Netezza SQL interactive terminal.

Type:  \h for help with SQL commands
       \? for help on internal slash commands
       \g or terminate with semicolon to execute query
       \q to quit

If you type \h for help, it gives you a quick list of available commands for help:

system(admin)=> \h
Available help:
  ALTER AGGREGATE               CREATE MATERIALIZED VIEW      GENERATE STATISTICS
  ALTER CATEGORY                CREATE SECURITY LEVEL         GRANT
  ALTER COHORT                  CREATE SEQUENCE               INSERT
  ALTER DATABASE                CREATE SYNONYM                RESET
  ALTER FUNCTION                CREATE TABLE                  REVERT
  ALTER GROUP                   CREATE TABLE AS               REVOKE
  ALTER HISTORY CONFIGURATION   CREATE USER                   ROLLBACK
  ALTER PROCEDURE               CREATE VIEW                   SELECT
  ALTER KEYSTORE                DELETE                        SET
  ALTER SECURITY LEVEL          DROP AGGREGATE                SET AUTHENTICATION
  ALTER SEQUENCE                DROP CATEGORY                 SET CONNECTION
  ALTER SESSION                 DROP COHORT                   SET HISTORY CONFIGURATION
  ALTER SYNONYM                 DROP CONNECTION               SET SESSION
  ALTER TABLE                   DROP CRYPTO KEY               SET SYSTEM DEFAULT
  ALTER USER                    DROP DATABASE                 SET TRANSACTION
  ALTER VIEW                    DROP FUNCTION                 SHOW
  BEGIN                         DROP GROUP                    SHOW AGGREGATE
  CALL                          DROP HISTORY CONFIGURATION    SHOW AUTHENTICATION
  COMMENT                       DROP PROCEDURE                SHOW CATEGORY
  COMMIT                        DROP KEYSTORE                 SHOW COHORT
  CREATE AGGREGATE              DROP SECURITY LEVEL           SHOW CONNECTION
  CREATE CATEGORY               DROP SEQUENCE                 SHOW CRYPTO KEY
  CREATE COHORT                 DROP SYNONYM                  SHOW FUNCTION
  CREATE CRYPTO KEY             DROP TABLE                    SHOW HISTORY CONFIGURATION
  CREATE DATABASE               DROP USER                     SHOW KEYSTORE
  CREATE EXTERNAL TABLE         DROP VIEW                     SHOW PROCEDURE
  CREATE FUNCTION               EXECUTE                       SHOW SECURITY LEVEL
  CREATE GROUP                  EXECUTE AS                    SHOW SYSTEM DEFAULT
  CREATE HISTORY CONFIGURATION  EXECUTE PROCEDURE             TRUNCATE
  CREATE PROCEDURE              EXPLAIN                       UPDATE
  CREATE KEYSTORE               EXTRACT                       USER

If you type \?, it gives you the quick reference to the "slash commands" available only in nzsql (not available in odbc-compliant tools connecting to a Netezza server):

system(admin)=> \?
\a              toggle between unaligned and aligned mode
\act            show current active sessions
\c[onnect] [dbname [user] [password]]
                  connect to new database (currently 'system')
\C <title>      table title
\copy ...       perform SQL COPY with data stream to the client machine
\d <table>      describe table (or view, index, sequence, synonym)
\d{t|v|i|s|e|x} list tables/views/indices/sequences/temp tables/external tables
\d{m|y}         list materialized views/synonyms
\dS{t|v|i|s}    list system tables/views/indexes/sequences
\dM{t|v|i|s}    list system management tables/views/indexes/sequences
\dp <name>      list user permissions
\dpu <name>     list permissions granted to a user
\dpg <name>     list permissions granted to a group
\dgp <name>     list grant permissions for a user
\dgpu <name>    list grant permissions granted to a user
\dgpg <name>    list grant permissions granted to a group
\d{u|U}         list users/User Groups
\d{g|G|Gr}      list groups/Group Users/Resource Group Users
\da[+] [name]   list aggregates, + for additional fields
\dd [object]    list comment for object
\df[+] [name]   list functions, + for additional fields
\do             list operators
\dT             list data types
\e [file]       edit the current query buffer or [file] with external editor
\echo <text>    write text to stdout
\f <sep>        change field separator
\g [file]       send query to backend (and results in [file] or |pipe)
\h [cmd]        help on syntax of sql commands, * for all commands
\H              toggle HTML mode (currently off)
\i <file>       read and execute queries from <file>
\l              list all databases
\o [file]       send all query results to [file], or |pipe
\p              show the content of the current query buffer
\pset <opt>     set table output  <opt> = {format|border|expanded|fieldsep|
                  null|recordsep|tuples_only|title|tableattr|pager}
\q              quit nzsql
\qecho <text>   write text to query output stream (see \o)
\r              reset (clear) the query buffer
\s [file]       print history or save it in [file]
\set <var> <value>  set internal variable
\t              show only rows (currently off)
\time           print time taken by queries
\T <tags>       HTML table tags
\unset <var>    unset (delete) internal variable
\w <file>       write current query buffer to a <file>
\x              toggle expanded output (currently off)
\! [cmd]        shell escape or command

No other quick reference guides that i have seen, just the Database Users Guide (sql reference and nzsql reference).