Is there some documentation on how to use this module

Need more documentation on how to use Mailman Manager module in drupal6

There's not even a readme :(

+1 Subscribing

Has anyone actually got this working? Some pointers, even, as to how to make it work will help.

Module configuration is quite easy:
1) Install it
2) Add your mailing list(s) in "admin/settings/mailman_manager" drupal page.
a) The important step is to set the "Mailing List 'request' address" with the mailman email where to sent join requests. Usually is something like yourlist-request@yourdomain.com. Check http://www.gnu.org/software/mailman/mailman-member/node10.html for info.
3) Go in the drupal role permissions and set:
a) access mailman_manager permission for user that need to access their own sub/unsub mailman manager form.
b) administer mailman_manager is for enabling a role to sub/unsub all the drupal users allowing access to their mailman manager form.
4) User with right permissions can access the mailman manager form in their own edit profile page, under the "Mailing Lists" page, and sub/unsub as needed.

@samuelet, many thanks for this - however, when I follow the steps, it subscribes/unsubs uses.

what confounds me is the cryptic instruction on this module page, "The combination of this module with mailhandler and listhandler modules replicates to a great extent the functionality of Yahoo!Groups or Google Groups."

So I am really wondering about how to get that functionality? First I configure Mailhandler and Listhandler with the required mbox etc., and then put this on top of it, with the required configurations for Mailman Manager and Mailman Groups, right? But nothing happens.

What the original mailman manager author meant was that the combination of the tree modules let you to "manage" a list thru your drupal web site (like yahoo groups, etc).
Mailhandler and Listhandler are used to import messages from a mailing list into your drupal site (tipically into a forum), and let users sent messages to it via web interface.
You can find instructions to configure them in http://drupal.org/node/40777
Once configured, you can extend this functionality letting users to manage their list subscriptions in your website via Mailman Manager (or User Mailman Register) using the request mailman address of the previously configured lists.
If something does not work in this process, it could be a misconfiguration or a module bug, but you should report more details or it'll be hard to understand the real cause.