Bob, with the app open, select “Open New Window.” (I don’t know exactly how to get there on Windows or Mac, sorry. I’m guessing it’d be under “File” menu.) It should give you a dialog where you can select from opening or creating a vault. Select “Open help vault” and you should be good to go.
I had a problem on 0.6.5 when I tried to use the ? icon within the app to open help. It gave me a javascript error. I assume it was because the help vault hadn’t been created in the place its supposed to be now. Once I created it, the ? in the app works fine.