This is because you have not used XDoclet to generate those classes yet.
To do this you must install JBoss Tools version 2.1.2_GA plugin into Eclipse Europa (3.3). Then configure XDoclet in Preferences such that all libraries are found. Most of the libraries are in <eclipse home>/plugins/org.jboss.ide.eclipse.xdoclet.core_2.0.0.GA. There is one library missing, which you can get by downloading the file here:
http://sourceforge.net/projects/xdoclet/files/xdoclet/xdoclet-bin-1.2.3.zip extracting that, and copying or moving xjavadoc-1.1.jar from there to the plugin folder of xdoclet.core_2.0.0.GA. Once you have done that, in Eclipse right click your openkm project and click "Run XDoclet". From there, follow the development guide instructions.