Seems a simple task but despite google and looking at all the menus I cannot find how to look at documentation of classes or objects in XNA.
In unity you just press ctrl and ' what is is in visual c#/XNA? I am looking for information on created classes/Objects not the online documentation/Help.
You can search the MSDN for the required information. For example, here is a link for the SpriteBatch class.
The MSDN is not just limited to XNA, it is a useful tool for all Microsoft based languages.
Please note that some of the XNA documentation is not very informative. I've come across pages on XNA functionality that contain only one or two lines - no example code either!
What about classes that people have created and documented?
The author of the code will need to provide documentation in the code. Here is an example:
Visual Studio will automatically generate most of the XML for you. Just type "///" above the class/method to begin. You can read more on it here.
You will now be able to view the code documentation by hovering over the class/function name.