In the Java APIs I can see Javadoc comments for packages.
How/where do I place Javadoc comments to document a package?
Up to and including Java 1.4, you had to provide a HTML file package.html, as described in the other answers.
Since Java 1.5 you can also provide a package-info.java, which contains a regular Javadoc comment (no HTML). The latter is preferred, as it gives you some extra features (notably package annotations).
Details: Sun's docs for javadoc