>- if is possible to reference an ID to a part of a html file instead of the html file itself

It is possible to reference ID to bookmark on html page like
IDH_SAMPLE=samples\index.htm#sample1

This way HTML Help will scroll down page to bookmark when you trigger context help associated with this ID.
Of course bookmark must be defined in HTML like:

<a name="sample1">Sample One:</a>

The most usual way is to bookmark subtitles on page.

HTML Help Workshop will write warning to log ("file not found...") but don't care.

>or
>
>- if there is a way concatenate various html files and show them like if it was only one page

Maybe frames are for you. Frame is scrolling container on page which in fact displays another page. Frames are supported in HTML help.

Hope this helps.