The idea of a help feature is to add pages of data that are used to help the end users in running, maintaining, updating, etc. their website.

The help is online meaning that users can see the help pages while browsing their website.

The help comes from HTML pages defined by the plug-ins and core system.

The main idea is to have help buttons everywhere it is deemed necessary. The users can then click those buttons and see the corresponding help in a pop-up window or a side frame (the pop-up is likely going to hide the very thing being documented in the help and thus not be as user friendly.)

So for example, if you offer a WYSIWYG editor, you want to document it, stick a help button at the top-right corner that opens your HTML files in a side frame. That way users can quickly learn how to use a feature without having to leave the very page they are reading about.

See: AJAX feature (Inline Editing) [core]