Yes the vim documentation is damn good. Many plugin authors continue the tradition well too!

The help text is hyperlinked - If you are over a link (displayed in some non-white color by default, there's a couple types: blue and yellow are common) and press CTRL-] it will jump to the docs for that item. CTRL-T will return to the previous location (where you jumped from). This help text uses the ctags support underneath, so many other things hook into it too - useful set of keys to know overall :D.