This option is found on the "Copyright and Icon" tab in "WinHelp Compiler Options".

Any text in the Copyright field at  top will be displayed when the user selects "Help | About" in your help file.

The next box is the Citation box and this text is appended to the clipboard when the user copies any text from your help file.

The icon field allows you to select an icon and when your help file is displayed it will use this custom icon.