Как использовать файлы справки?

Вариант 1:

{ First we need to tell the Application object the name 
  of the Help file and where to locate it. } 

Application.HelpFile := ExtractFilePath(Application.ExeName) + 'YourHelpFile.hlp'; 

{ To Show a help file's content tab: } 
Application.HelpCommand(HELP_CONTENTS, 0); 
{  To display a specific topic of your help file: } 
Application.HelpJump('TApplication_HelpJump'); 

Source: https://www.swissdelphicenter.ch/en/tipsindex.php

Вариант 2:

Вот код для трех стандартных пунктов меню "Help":

procedure TForm1.Contents1Click(Sender: TObject);
begin
  Application.HelpCommand(HELP_CONTENTS, 0);
end;

procedure TForm1.SearchforHelpOn1Click(Sender: TObject);
begin
  Application.HelpCommand(HELP_PARTIALKEY, 0);
end;

procedure TForm1.HowtoUseHelp1Click(Sender: TObject);
begin
  Application.HelpCommand(HELP_HELPONHELP, 0);
end;

Source: https://delphiworld.narod.ru