Common question: Here is an answer posted on a different forum.
When you install Pro/E one of the options in the Components panel is "API Toolkits". Highlight this option. In the Subcomponents panel select (checkmark) Pro/TOOLKIT. Then proceed with the installation. Under the load point, a protoolkit and prodevelop directories will be created. From the protoolkit directory you should be able to find all of the documentation and browser based help wizard.