Hello Marvin,
Well, I think that we'll need much more information here. Anyway, if you're using Windows, just download the zip file, extract it, and you're good to go. There is no installation. I guess that the same goes for Linux and Mac, but I'm not sure. Of course you'll need to have java PROPERLY installed on your system. By properly, I mean that you'll need to have your JAVA_HOME and PATH environment variables set correctly.
What do you mean by installing Java API documentation. That's just documentation, and its not installed. If you need to generate java
doc from your source code, right click on the project, chose export, choose java doc, and follow the wizard. If you need to assign the java doc of a certain 3rd party library, right click on the library in the project explorer, choose properties, choose java doc location, and complete the wizard. You can also set the java source of 3rd party libraries if you have it.
If this is not what you're looking for, please try to clarify your question.