Rename the file org.wso2.carbon.device.mgt.extensions.remote.session-4.1.20-javadoc.jar to org.wso2.carbon.device.mgt.extensions.remote.session-4.1.20-javadoc.zip
Use your favourite unzip tool (WinRAR / WinZIP) to extract it, now you have a folder org.wso2.carbon.device.mgt.extensions.remote.session-4.1.20-javadoc
Double click index.html will open the index page on your default web browser.