Microsoft Help Viewer in ssms 2014 doesn't open local documentation I have Visual Studio 2013 installed
I have downloaded all documentation I need installed via visual studio. I can open it with the command

"C:\Program Files (x86)\Microsoft Help Viewer\v2.1\HlpViewer.exe" /catalogName VisualStudio12 /locale en-US /sku 3000 /launchingApp Microsoft,VisualStudio,12.0 /manage


And it works fine, but in SSMS, I want to be able to use the SHIFT + F1 shortcut to open local documentation quickly. (select keyword and press SHIFT + F1 to open it)

I have SSMS 2014, if I select a SQL keyword and press SHIFT + F1, I get an error that says that I don't have local documentation, it is also trying to open Help Viewer 1.0 instead of 2.1. I want to know what I have to do to make SHIFT + F1 open sql documentation in SSMS 2014.
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.