In Visual Studio, help files are basically XHTML files that include specific meta tags which handle info consisting of the language the page was written in, where it fits in a table of contents, keywords and support for F keys.
A "book" of help pages is actually a compressed (zip) file that contains all the help pages along with an XHTML file that details the contents of the book. You will need admin access to install such a book, or you will need to include the compressed file and XHTML file into a signed CAB file.
When you purchase or download a commercial or open source .NET library, you expect it to feature an integrated help system. If you are considering the development of such a library, adding such an integrated help system shows that your product was created by a pro, and encourages other developers to continue working with your product.