When using Zeal or Velocity, you can install docsets downloading them or copying and unsing the feed url.

Go ➡ Settings ➡ Docsets ➡ Add feed

Paste Docset / Cheatsheet XML url

If your using Dash, you already have access to official, user contributions and cheatsheets from your docs app.

To install generated docsets, you can use the feed url or click on the "Open in App" button.