I needed to open a HLP file on Windows 10 x64 v1903.
There are a number of posts and threads, and some differing advise. I found the following:
https://www.majorgeeks.com/files/details/winhlp32_for_windows_10.html
Download the msi file.
SHA256: CE4C0FFB97BDAE423D197EC902DB88F298B699E7279F315C0694C7F48A7BD546
SHA1: AC30060E6442CF260C63D47FB12E2DE0DE1FE661
MD5: 10BA7330EAB7DBAEC93BEE5112DF47D4
Upload to VirusTotal to check.
I then ran the MSI and installed the application.
This allows the file to be opened from within Explorer. Native help within applications may still fail.