How to force IntelliJ to download javadocs with Maven?

Click on the "maven projects" (make sure tool buttons are on) on the right side of intelij and then click on "Download Documentation".

Also, for future downloading you can go to the File -> Settings -> Build,execution, deployment, -> build tools -> Maven -> importing -> mark "Documentation" checkbox and apply settings

Maven Projects panel

Maven Projects tool window > Icon with green arrow and a box > Download Documentation:

See IntelliJ IDEA documentation for Version 14.1 or current version.