Apple used to bundle developer documentation with releases of Xcode, but as the docs started to get updated more frequently, it made more sense to have us download them separately. This means that when you install Xcode for the first time, you do not yet have a local copy of the docs. You have to go get them.

The way you install or update your docs depends on which version of Xcode you're using:

• If you're using Xcode 3.2, go to the Documentation pane of the Preferences panel.
• If you're using Xcode 3.1.x, go to the Documentation window, which you can open from the Help menu. If there's an "Update" or "Subscribe" button next to the Core Library docset, click it. Otherwise, use the gear menu in the lower left corner to manually update the docset.
• If you're using Xcode 2.5, this bug doesn't affect you, but it's a good idea to keep your docs up to date anyway. As in 3.2, go to Preferences -> Documentation. Make sure to restart AppKiDo so it can reparse the docs.
• If you're using an Xcode older than 2.5, you should really, really upgrade.

Peter Hosey describes a way to get the docs using RSS, which you might prefer for one reason or another. Come to think of it, I might find this useful for archiving past releases of the docs, for testing AppKiDo with.