According to the IntelliJ documentation:
External documentation opens the necessary information in a web browser, so that you can navigate to related symbols and keep the information for further reference at the same time.
This works well with Java by selecting File -> Project structure... -> SDKs -> Documentation paths -> Specify URL and setting the URL https://docs.oracle.com/javase/8/docs/api/.
How to do the same in Kotlin ?
== Edit ==
This issue has already been reported to Jetbrains, but apparently closed without resolution : https://youtrack.jetbrains.com/issue/IDEA-234490
