What you’re looking for is called “pointers”, available since 3.3 and you’re right it lacks documentation.
It’s done with a little bit of JavaScript. You may look at this post to find useful information about pointers.
It uses native WP scripts and styles this way :
wp_enqueue_style( 'wp-pointer' );
wp_enqueue_script( 'wp-pointer' );
See also this answer to get inspiration ^^.
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