Is this also available for offline use?

Yes, you can download master.zip (~45 MB), extract it and open the index.html file with Firefox or Chrome.

In case of Chrome/Chromium --allow-file-access-from-files has to be passed on start to enable all features also available in the online version.

Can I use this documentation with Devhelp?
Yes, see pgi-docs-devhelp.
I want to know how to write GTK+ applications...
Check out the Python GTK+ 3 Tutorial.
Why is library <XYZ> not included? How can I use library <XYZ> mentioned here, it's not available for my distro?

This API reference includes all libraries included in Debian testing/unstable. If the library you need is missing it might not be in Debian yet or is no longer included because it no longer has any users in Debian.

I use Debian as a source because it tracks upstream GNOME reasonably fast while still including libraries that are not part of GNOME.