Winhlp32 is the only help file made available by Microsoft. You might find this useful reading:
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The help file in the RTM 64Bit (which I am using ) points to a subfolder in the Window folder, containg 301 files and is 44mbs in size. As with Vista, you can also choose to link to Internet help.
But what is the app to which you refer?. Maybe someone can help you here.