1. You can associate help file with project througn Project|Properties dialog, General tab. If you want to have menu element for help, just add this element to the menu.
2. VB provides automatically context-sensitive help. You must set HelpContextID property of every element (textbox, etc.) to ID, assigned to the appropriate for that element help topic during designing of the help. When user press F1, this topic automatically will be showed. If you assign this property of the form, but not the every element, anyway every element on the form will display that topic.
3. Add CommonDialog control to your project. On click of added menu item or appropriate button, call ShowHelp method of CommonDialog. Also you must set HelpFile property of CommonDialog control to displayed help file; read MSDN for further information about using CommonDialog control.