The tutorial for example is in directory /usr/share/doc/lilypond-doc-2.8.3/Documentation/user/lilypond and references .png and .ly files in this directory, i.e., without a directory path. However these files are actually in the directory /usr/share/doc/lilypond-doc-2.8.3/Documentation/user Thus they are not found.
As far as I can tell, this appears to be a bug in the 2.8.3 source distribution. I have created a 2.8.4 release, which should be available on the mirrors soon. In the version I built locally, this problem appears to be fixed (the source distribution includes symbolic links to the files that were missing before).