New to Java

I'm reading Java for dummies in preparation of a Java class I'll be taking this upcoming semester. Well, to begin learing it has me download the latest JDK file which I do, but it goes on to ask us to download the API documentation (also known as the Java SE API Documentation), and wants us to extract it to the java folder for future use... I can't seem to find a downloadable form of this documentation... the closest thing I've found is here: http://java.sun.com/javase/6/docs/api/

And think I brushed over something that said it was included with the download, but I find no sub folder in my java directory to indicate this.

Suggestions?

Thanks!