Update: The auction is over. Only one bidder participated, so the set went for GBP 9.95 — a rather low price, I believe.
I see that there is now an auction on eBay for a Khanhoo set. The auction is by numberoneantiques, in the UK. If you search eBay (including UK) for Khanhoo, you should find it easily. (P.S. I guess you can find it on the US eBay, or via the US eBay.) The booklet is described as 1898, so it would not be a first printing.
The box is described as “very bad,” and it does look as if part of it is missing. However, overall, it looks like a nice placeholder. (Offhand, I am not sure what a “complete” set consists of.)
The booklet does not have a cover. However, I am pretty sure that a high percentage of the Khanhoo booklets were issued without covers. I would guess that I have seen six or eight or so Khanhoo booklets for sale, and I think perhaps half of them were without covers.
At this writing, the starting bid is GBP 9.95. Shipping to the US would be GBP 11.70.
Any estimate of the value of the set is apt to be very subjective. I think I have seen perhaps five Khanhoo sets (probably of various vintages), at widely varying prices. If I were bidding in this auction, I might have a maximum bid of around GBP 40 or maybe GBP 50.
If you are just interested in the booklet, Games et al may have a copy for sale — without cover — at a low price. It is an 1891 edition.
I am not guaranteeing any of the above information!
(I have bought many booklets from Games et al. The other company I have not dealt with.)
I have neither the booklet nor the set, but I will not be bidding in the auction discussed in this post.