Probably the new to java would be a better location.
importing a Jar into a program
You don't do this. There's an error here in your thinking.
The import statement tells the compiler
where it can look for class definitions. Classes are often placed in jar files for ease of control and usage, but they don't have to be.
I'd like to know every method from every class
Start reading the API doc. Unless you are a very fast reader, you'll never make it. Start with the common ones and expand as needed.