Rename the file com.liferay.portal.osgi.web.servlet.context.helper-2.1.35-javadoc.jar to com.liferay.portal.osgi.web.servlet.context.helper-2.1.35-javadoc.zip
Use your favourite unzip tool (WinRAR / WinZIP) to extract it, now you have a folder com.liferay.portal.osgi.web.servlet.context.helper-2.1.35-javadoc
Double click index.html will open the index page on your default web browser.