>What program do I need to build the HLP file and how do I associate the ID to the HLP file?
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There are a number of Help Creation tools; one was already mentioned, RoboHelp, which I've used in the past, and was very happy with. With VFP6, I use the newer HTML Help file formats. You will have to rework your documentation to fit the format requirements of the Help Tool that you buy. The ID is embedded by the Help compiler you use in the help Tool you use.
>Is there a sample I can refer?
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The commercial Windows Help file tools are extensively documented. They are not a part of the VFP distribution. The MS Help Compiler, HC.EXE, did come with DevStudio, the overall development platform that included VFP5.