Here's how to get started:
1) Open HTML Help Workshop and then, on the File menu, select New.
2) In the New dialog, make sure that "Project" is highlighted and then
click OK. This will open the New Project Wizard.
3) In the first page of the wizard, click Next without selecting the
Convert WinHelp Project checkbox.
4) In the second page of the wizard ("New Project -- Destination"),
click the Browse button and then browse to the directory that contains
the source HTML files.
5) In the File Name field at the bottom of the dialog box, type a name
for the help project. This can be anything you like, but keep in mind
that HTML Help Workshop bases the initial name of the help file on
that of the project file. For example, by default, a project file
called "This is a Test Project.hhp" will produce a help file called
"This is a Test Project.chm". Better to go for a short name, without
space characters.
6) Click Open. This will take you back to the "New Project --
Destination" page of the wizard, in which the text field should now be
filled in.
7) Click Next and then, in the "New Project -- Existing Files" page of
the wizard, select the HTML Files checkbox. Click Next again.
8) In the "New Project -- HTML Files" page, click Add and then select
your source HTML files. You can select multiple files by holding down
the SHIFT or CTRL key while you click the file names.
9) Click Open to go back to the "New Project -- HTML Files" page, and
then click Next.
10) Click Finish to close the wizard.
You can now try compiling the help project by selecting Compile on the
File menu. If the help file doesn't automatically display when the
compilation has finished, select Compiled File on the View menu.
You'll probably want to add a table of contents to the help file, and
maybe also an index and full-text search facilities. For instructions
on how to do this, see the accompanying online help and also this very
useful tutorial:
http://www.mvps.org/htmlhelpcenter/htmlhelp/hhtutorials.html#char_hhw