You do not need to install the documentation separately: it is included with Sage. The Sage standard documentation includes a guided tour of Sage, a tutorial, a reference manual, a developer’s guide, an installation guide, and other documents. The tutorial is a good starting point to learn how to use Sage. The reference manual describes what is available in Sage along with examples on how to use specific commands.
When you build Sage from source, by default the HTML version of the standard documentation is built as well. But note that in this way the HTML version does not have links to the PDF version. To build the HTML or PDF version of the documentation yourself, use the general command
sage -docbuild {document} {format}
For example, the command
sage -docbuild reference html
builds the HTML version of the reference manual.
You can choose to have the built HTML version of the documentation link to the PDF version. To do so, you need to build both the HTML and PDF versions. To have the HTML version link to the PDF version, do
sage -docbuild all html
sage -docbuild all pdf
Type sage -docbuild -H to see a list of available options for building the documentation or any part of it. See the file SAGE_ROOT/Makefile for further information on how the documentation is built by default.