Take Away: Windows Help program (WinHlp32.exe) does not ship with Microsft Vista nore with Windows Server 2008 but is available for download.
KB101137
Microsoft has shipped the Windows Help prorgram since Windows 3.1 (the 32-bit version filename is WinHlp32.exe). Windows Help displays help files with a .hlp file name extension. Starting with Windows Vista and Windows Server 2008, Microsoft no longer includes Windows Help. Microsoft made this decision because they have deprecated Windows Help and want to discourage its use in favor of their new help system. However, Windows Help is still available for download.
Many Win32 applications still ship with a Windows Help file. If you're running Vista, you will get the following error:
Windows Help and Support
Why can't I get Help from this program?
The Help for this program was created in Windows Help format, which depends on a feature that is not included in Windows Vista. However, you can download a program that will allow you view Help created in the Windows Help format from the Microsoft website.