The error message should probably be changed to “No docstring or README.md file found for module Base.Pkg”. The help first looks for a docstring associated the module, and then if that isn’t found it looks for a README file (since most external packages have these).
The right way to fix this is just to add a docstring, which is just a string on the line immediately before the module Pkg ... end in the Julia source code.
help?> Pkg
search: Pkg
The Pkg module provides package management for Julia. Try Pkg.status() for a list of installed pkgs,
Pkg.add("<pkg name>") to add a package, Pkg.update() to update your packages.
Please see the docs for package management for more information.