There are several steps to follow to integrate your compiled help file into your C++ application. The C++ guru Don Lammers has put together a tutorial showing you exactly how to do this. Please download the following PDF file tutorials:-
Do you need a Header file?
In both the "HtmlHelp Compiler Options" and "WinHelp Compiler Options" there is an Application Support tab where you can check the option to create a C++ Header file. When you next compile you will find this file in your project folder and you can integrate it into your application.