Well, first of all, you should look at ones already created by other people just like what should do when trying to create any program. If you have not seen a help page before, then it means either you are super smart and never needed one, or you've been asking other people whenever you hit a problem. (Let me guess, you all picked the former?)
Well, since you are most probably viewing this lesson in a browser of your liking, then it'll have a help page for its own program. If you are using Internet Explorer, then just hit F1 and it'll pop up. (For those that DON'T already know, this is the hot key for most programs to bring up their help page.)
For those of you that want to use a website based help page, then you can look at the one created for Google: http://www.google.com/help/
Once you have seen a help page, its time for you to start taking steps to create one of your own.