Haddock is a tool for automatically generating documentation from annotated Haskell source code. It is not included in the IDE; you have to download and install Haddock before you can use it from the IDE.
Once you have installed Haddock, you can generate the documentation in the form of an Export. Choose from the menu File > Export, then select Haddock documentation. You have to specify the Haddock executable, the output directory, and you must select the source files that you want to include in the documentation.
You may also adjust some parameters (like the name of a .css file or the document title). When everything is set, press Finish. Haddock's messages (if any) will be displayed in the Console View.
Note: if you specify an output location inside your workspace, i.e. in one of the projects, you have to refresh that project before you find the generated documentation in the Project Explorer.