Microsoft did not make a WinHlp32 program available with Windows10, and the version for Windows 8.1 won't install in Windows 10.
To install WinHlp32 in Windows10:
1) Go to http://www.komeil.com/download/1230 and download the file
2) Unzip the file into a folder
3) Edit the install.cmd file, and add these lines to the settings area in the install file (it clearly says settings)
set WindowsVersion=7
goto :BypassVersionError
4) Save the install.cmd file
5) Run install.cmd as administrator
Now you have winhlp working in windows 10 !