Thank you.
I use Linux (Mint). When I copied the docset to the directory you mentioned (which didn't exist, I had to create it), it did not show up in Dash even after quitting and starting it again.
I searched my disk to see where the "standard" docsets were located. Found that they were at ~/.local/share/Zeal/Zeal/docsets. So I put the docset there. After starting Zeal again, the new docset appeared in it.
However, the docset is not working properly. The docset in question is the one for JUnit 3, as downloaded through Dash from the maven repository. So I was searching for a method - assertEquals. As soon as I typed in "assert" both the class it is in and the various overloads of this method appeared properly in the menu. However, clicking on the method name does not bring me to that particular method's documentation (which, in JavaDoc, is inside the class documentation page). All I get is the top of the class's page.
So the question is - is it because I placed it in the wrong directory, or should I open an issue about this?