No. Looks like your best bet is to spend $20 & buy another one off ebay.
Electronic chess set, no pieces or manual

I can't help you very much. I couldn't locate an English manual; I might have found one in Dutch. The Ryo Chess Academy looks physically similar to the Millennium Sprechende Schachschule:
https://www.amazon.co.uk/Ryo-RY916-Games-Chess-Academy/dp/B0008EJITC
https://tluif.home.xs4all.nl/chescom/EngMillSS.html
http://www.spacious-mind.com/html/sprechende_schachschule.html
I found a Dutch manual for the Millennium Sprechende Schachschule on this site:
(You have to click on the "Documentations" link and then pick "Autres - Others". It's actually listed as the "Millenium Talking Chess School".)
The direct link to the PDF manual is:
http://alain.zanchetta.free.fr/docs/Misc/Millenium_Schachschule_NL.pdf
Now, as long as you can read Dutch or get it translated.
Thank you for your help, I managed to find an English version of the Millenium instructions.
All the best
Simon

Glad you found the manual. I think I found it too. Was it this link?
http://millennium2000.de/sites/millennium2000.de/files/anleitungen/M182_ENG.pdf
Hello,
I recently bought a talking chess set, Ryo Chess Academy. Unfortunately it came without instructions or pieces, though I have pieces I can use. Does anyone have a set like this or know where I could get instructions for using the talking instructor or exercises?
Thanks
Simon