The source of your confusion seems to be an overgeneralization of the word 'detailed'.
You are correct that if something is complicated, it is most likely going to be difficult to understand. From The Free Dictionary:
Containing intricately combined or involved parts.
Not easy to understand or analyze. See Synonyms at complex, elaborate.
However, the fact that something is detailed does not mean that it is easy to understand. If, as in your example, I explain a concept to you in detail, that means I go over every small portion of the concept and give you an explanation. That does not mean that you understand the explanation, just that I gave it to you in detail. If I were to give you a detailed explanation of a complex science experiment in a field you had no experience in, most likely the jargon and specifics of that explanation wouldn't tell you much of anything. You'd still be confused, no matter how thorough an explanation I gave you.
Regarding the specific example of detailed documentation, there's a whole lot of extensively detailed software documentation out there that still doesn't make a bit of sense. I can explain every single detail but if I explain it badly, or if my audience is unfamiliar with the subject, they're still not going to understand. So something being detailed does not mean it is easy to understand.
For that matter, something being complicated doesn't necessarily mean it's hard to understand, either. It's all about the audience. A complicated subject might be hard to understand for you or me, but Albert Eistein might have understood it very easily. Really it's all about your audience. So you have to look at both definitions 1 and 2 of the word; if something has many intricately involved parts it is complicated in the sense of the first definition, but the second definition is subjective and dependent upon who is characterizing the object as complicated or not.
In short, yes! Something can be both detailed and complicated. In fact some things are designed to be just that way. Think about art (an ancient frieze or something) and consider that much of it can both have very minuscule details and also be very complicated in design (by having many intricately combined parts, which are also detailed).