yeah, SAP is pretty terrible at having a consistent and unifrom documentation at the help-page. For some sub-parts there is a section about DataSources (eg Sales Statistics), but indeed not for all.
I often go the other way around: browse through RSA5 or the ROOSOURCE table (start with 0UC*) in ISU, and then do a google search with the DataSource name that i want to know more of. Add "site:help.sap.com" to your search string if you only want the sap help pages)