This morning I needed to look at the Essbase docs and remembered that I didn't select an option to install the docs when I did the Essbase 11.1.1 install. In the System 9 (and earlier) days, the doc installer was a separate download and separate install. This created a number of questions on the forums as to where to find the docs.
I took a quick look in the directory structures for 11.1.1 and didn't initially see the docs anywhere. A quick search, however, revealed the docs for the server were installed automatically to C:\Hyperion\products\Essbase\EssbaseServer\docs. This is certainly an improvement over previous versions.