1. How do you import an existing HTML file into the Help Workshop?

HTML help workshop uses standard HTML files. Hence, no import is involved.

2. Assuming I can do 1, can it create a help file (.CBM)?

HTML Help workshop creates .CHM file that you can use with SET HELP, e.g. SET HELP TO MyHelp.CHM.

3. In either case how do I invoke the help system from with in VFP 9?
SET HELP specifies the help file. Help workshop allows to assign an ID to each topic. To open a specific help topic, you may use HELP ID nHelpID command. On a form, HelpContextID can open a specified topic on pressing the F1 command. Refer to the HTML Help Workshop documentation for details.