This documentary gets a lot of things right, but it unfortunately gets a few really important things wrong.
What it gets right: for one thing, his films. It's pretty clear that once Paul Morrissey started directing the movies, Andy had very little if any creative input into them. The films before Chelsea Girls are completely different in approach, and certainly more connected with Warhol's artistic output, than the ones that came after.
As for Andy Warhol the person, I don't know if anybody will ever get to the bottom of that mystery. He was full of contradictions: he was a non-stop partygoer, but also painfully shy. He was a relentless social climber, but also enjoyed hanging out with colorful low-life types (at least until he got shot by one.) He was hardnosed about business and in the way he manipulated people, but full of superstition about his health and about religion. As for "the philosophy of Andy Warhol" -- he may have published a book with that title, but I think it's best to take it with a grain of salt.
What does the film get wrong? I think primarily the nature of his painting. The "experts" they interview all say things along the lines of "Andy wanted to remove himself from the process of painting" or "his work aims to present reality without any comment." Are they even looking at the paintings that are shown on top of their voice-overs? Throughout his life, Andy painted in a noticeably expressive, painterly style. He almost never presented a subject in flat solid colors, like the color-field artists. There is almost always some sign of the artist's hand in his work, whether it be brushwork in the background, or manipulation of the foreground image, by doubling, tripling, overlapping, varying the sharpness or intensity of the image, etc. By no means was he a Duchampian maker of "ready-mades".
But overall, yes, if you're going to see one Warhol documentary, this is the one to see. Just try to go and see some of his paintings in person if you get the chance.