Автор: http://www.swissdelphicenter.ch

{ 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');