After doing some research on the source files, since all the tutorials on the internet seem to focus on getting the help working with pre-builds, I found out you have to make the documentation seperatly.

When you build Qt from sources, the Qt components, the IDE (Qt Creator) and the documentation are separate things, and you need to build each one, here are the links for the wiki for each one:

Qt base: https://wiki.qt.io/Building_Qt_5_from_Git
Qt Creator: https://wiki.qt.io/Building_Qt_Creator_from_Git
Qt Documentation: http://wiki.qt.io/Building_Qt_Documentation

In short, to get the help working you need to go to qt5 and run make docs:

cd ~/qt5
make docs

This will build everything, that solved the problem

EDIT: Found the source of the problem, I didn't pay attention in the configure command provided in this guide "https://wiki.qt.io/Building_Qt_5_from_Git":

./configure -developer-build -opensource -nomake examples -nomake tests -no-gtkstyle -confirm-license

It recommended that because it's faster, but left out the examples and the tests, I should have used it like:

./configure -developer-build -opensource -nomake tests -no-gtkstyle -confirm-license

With that you get everything :)