The documentation has this guide:
Since 2024.2, LSP API sources are provided with the IntelliJ IDEA Ultimate sources artifact. See Attaching Sources on how to enable downloading sources. Then, use Navigate | Class… to open the LspServerManager class. In the opened editor, invoke Download IntelliJ Platform sources to download and attach sources.
This doesn’t work. Download IntelliJ Platform sources terminates in a few seconds, saying “Sources were downloaded”.
The problem is tracked here. The suggested workaround is as follow:
As a workaround, download IU sources manually, i.e. from:
https://www.jetbrains.com/intellij-repository/releases/com/jetbrains/intellij/idea/ideaIU/2024.3/ideaIU-2024.3-sources.jar
and then use Choose Sources… basic action instead of Download IntelliJ Platform sources and point to the download IU sources artifact.
Please try using 2025.1 EAP with latest Plugin DevKit plugin for your development instance, there were some fixes.