If you are online you read the API documentation here. A downloaded version for offline use is probably useful however. Where did you get your zip version from? I was looking for it the other day and couldn't seem to find it.
Campbell, you can download the JDK documentation from the Java SE download page. Scroll down to "Java SE 6 Documentation" and click the Download button to the right of it. It's a big download (50 MB or so).