The Comprehensive TeX Archive Network (CTAN) is indeed that, the comprehensive repository of LaTeX packages. Most if not all quality packages (and more) are on there, and all the good ones include documentation.

1. Enter the package name into the search bar.

   

2. Select the package from the list.

   

3. Access the documentation documents.

   

Important: CTAN holds the most recent versions. If your installation is outdated the documentation won't match! In that case, refer to the documentation documents shipped with your LaTeX distribution.

If you use the TeX Live distribution you can use the command-line program texdoc. For instance,

texdoc biblatex

will open the documentation of package biblatex.

Or if you are not command-line-savvy, the same can be found online at http://www.texdoc.net/