I tried and apparently the PDE doesn’t create any documentation. Maybe it used to work in the past?
But it worked doing this:
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I exported the sketch using the PDE. This created a bunch of folders including java files.
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I run this command in the root of those folders:
javadoc -d docs ./application.linux32/source/*java
Match the linux32 part with whatever folder it was created when exporting. That creates a docs/ folder with the documentation coming from the javadoc annotations.
Idea and other IDEs have integrated javadoc I think, so no need for command line work.