Index Files
The index files allow you to create a list of keywords, so that when a user
clicks a keyword, the appropriate topic is displayed. Here is an example:
First, click New on the File Menu, and select Index tab. A dialog will be displayed
asking if you want to create a new one, select that 'Create a new Index file'
and click OK. Save the file as Index.hhk in the rootdirectory. If you wish, you can click the properties button 
,
and change the font that is used.
To create a keyword, click the new keyword button 
.
Enter the keyword, and then click add to assign the related file to it.
If you add more than one file, then a dialog like this will appear when the
user clicks on it:
Now, go back to the project tab, and click the Window properties again. Go
to the Files tab, and set Index to Index.hhk (or whatever you saved the index
file as). Save your project, and compile! You have now got a fully featured
HTML Help File. However, obviously, you will need to actually create some true
topics, then assign keywords, and create a contents structure.