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[Background] In large open-source software projects, development knowledge is often fragmented across multiple artefacts and contributors such that individual stakeholders are generally unaware of the full breadth of the product features. However, users want to know what the software is capable of, while contributors need to know where to fix, update, and add features. [Objective] This work aims at understanding how feature knowledge is documented in GitHub projects and how it is linked (if at all) to the source code. [Method] We conducted an in-depth qualitative exploratory content analysis of 25 popular GitHub repositories that provided the documentation artefacts recommended by GitHub's Community Standards indicator. We first extracted strategies used to document software features in textual artefacts and then strategies used to link the feature documentation with source code. [Results] We observed feature documentation in all studied projects in artefacts such as READMEs, wikis, and website resource files. However, the features were often described in an unstructured way. Additionally, tracing techniques to connect feature documentation and source code were rarely used. [Conclusions] Our results suggest a lacking (or a low-prioritised) feature documentation in open-source projects, little use of normalised structures, and a rare explicit referencing to source code. As a result, product feature traceability is likely to be very limited, and maintainability to suffer over time.