Microsoft Help Viewer in ssms 2014 doesn't open local documentation
Essentially 2014 is configured by Microsoft to use Help Viewer 1.0 so you have to redirect it yourself to use 2.x. 

There is a post on MSDN social on how to do this here and the handy little tool you need is on CodePlex here.

In regards to why it is not finding your documentation when it loads Help 1.0, I am going to assume it is because you have installed the documentation in the Help 2.0 directory and not the 1.0 directory (big assumption as you didn't say otherwise). 

Also, be aware that the 2.x documentation format differs from the 1.x format so even if you did put it in the correct directory it may not be able to read it anyway.