CHM file is one of the most convenient ways to deliver your software help in a single indexed file along with your program. The HTMLhelp API allows for opening a specific topic within the CHM file (e.g. by file name). Thus, with CHM you can easily implement context sensitive help functionality in your software application.
There are several ways to publish your help project to CHM:
click on the application toolbar;
go to the Options menu and click the Export to CHM menu option;
use the Alt+Shift+M keyboard shortcut.
Once you select this option, the following dialog appears:
This check box does not appear until you publish your first CHM file. If you select it, you will skip the Save As dialog next time you generate your CHM file.
Click this button to start the publishing process. During the publishing process, this button turns into the Stop export button. Use it when you need to stop the publishing process and add any changes to your project.
on the application toolbar;
Click this button to display the 
Click this button to start the publishing process. During the publishing process, this button turns into the Stop export button. Use it when you need to stop the publishing process and add any changes to your project.
Click this button to close the Export to CHM file dialog.