I believe that you can save a word document in HTML format.
So, if you have your help document files as HTML documents, you may use these with HTML Help Workshop to create a compiled help file (.CHM), similar to the one available with most Windows programs/applications, including VFP. (You can download HTML Help Workshop for free from Microsoft's download site.)
HTML Help Workshop allows topics to be assigned IDs. You may use these IDs with your form objects' HelpContextID or WhatsThisHelpID to open the required help ID.