1) Downloading individual documentation and sources:
From the maven tool window, expand the dependencies, and select the desired one, then right click it and chose your option. Although the menu item description which IJ displays in the lower left corner of the IDE reads Downloads xxx for AL DEPENDENCIES for selected projects
, it seems to download the details just for the selected libraries. Maybe it's just a reused description or menu?!

P.S. If I'm not mistaking, at one time, it was also possible to download missing docs from the docs popup window (default on win CTRL + Q), but I can no longer see it... I'll come back to this if I manage to find it.
2) Figuring out what libraries have downloaded docs a/o sources:
Go to File
-> Project structure
(default on Win is CTRL + ALT + SHIFT + S) -> Libraries
. Alternatively from the project tool window select a dependency and press F4 (or Right click -> Open library settings).
As you and browse through the list, you'll see that those that already have the documentation a/o sources have a regular coloured font...

... while those that don't, are coloured in red:

3) Download decompiled class sources:
