Microsoft is getting rid of the WinHelp format slowly but surely...
They want people to switch from WinHelp (.hlp) to Compiled HTML (.chm) format.
But they won't supply a simple conversion program to turn an hlp into a chm. So for the time being, anyone with a Windows 10 platform won't be able to use the supplied WinHelp, .hlp, help files.
If you could decompile the hlp project you could then convert it to a chm project. But they don't supply a program for that either.
With an offline help file you can add your own corrections, clarifications and updates.