If I choose to open a PDF then I know where to find it - the PDF icon on my taskbar. If something opens in my browser it either gets lost (because I have so many tabs open) or interferes with my browser content (because it I have so many tabs open).
For understanding elements of the UI (i.e. what does this option do?) I use the ?-tool.
For coding I use the scripting index.
For trying to understand what JMP is doing under the bonnet I use PDF.
Increasingly, I'm using a tablet for PDF documentation, so that I can read offline.