That is because there are no real device specific commands. Sure some boards support stuff that others don't, but your example of Serial, but also SPI, I2C, AnalogIn, PwmOut, etc are all equal between boards (luckily).

Pinnames can be found on the KL25 handbook page: https://mbed.org/handbook/mbed-FRDM-KL25Z. Besides them you got LED_RED, LED_GREEN and LED_BLUE for the onboard leds. They can also be driven by LED1-4, but that is mainly for compatibility with LPC programs. And that is pretty much all that is specific for the KL25.

Erik, I figured out that on the sample project that DigitalOUT myled(LED1) was the blue LED on the board. LED2 was the green, LED3 was the red LED. WHERE is this documented specifically for this board?

How do I use the serail commend, etc... Mike

I think that specifically can only be found in the KL25 specific source code: http://mbed.org/users/mbed_official/code/mbed-Freescale/, specifically: http://mbed.org/users/mbed_official/code/mbed-Freescale/file/d5f2f3e8f628/capi/KL25Z/PinNames.h.

Regarding the Serial command and others, as I said earlier that isn't specific to the KL25 (only the pin-names you need to use with that, they are shown on the KL25 handbook page). Those libraries are documented in the handbook pages I linked in my first answer. Serial for example: https://mbed.org/handbook/Serial