Oh, no, I don't think so.
Autodesk would have had to have created their source code properly for the comments to show up there. I think they actually did in some cases, but for most things, all you get is the name of the object/field/property/method/event. Then you need to look in the Help for more info on things that catch your interest. And then hope that the Help actually has more information - in many cases, it doesn't. When that happens, web searches sometimes turn up useful information. Or you might need to ask a question in a forum like this, or over on Kean's blog, or submit a help ticket to the ADN, or something like that.
Did you download and install the ObjectARX kit? There's stuff in there that is useful. Not only is there documentation, there's also samples, and things like the Drawing Browser.