The chm has been the standard windows help format since the early 2000s. You need the CHM compiler from MIcrosoft in order to create them because it is a closed system. Help Writer will try to find the compiler on its own. If it cannot find it, it will ask for the location with a dialog. Once the compiler is found, it will ask for the filename that you want to use and then it will compile the CHM for you to include with your program.