Microsoft Help Compilers
A help compiler is required to turn the output of any help authoring tool (including Help+Manual) into a compiled Windows help file. The help compiler is provided by Microsoft for free.
Microsoft HTML Help Workshop (compiler for .CHM files)
This is the download file on Microsoft.com for the MS HTML Help Workshop. It contains HCP.EXE - the actual HTML Help compiler, the HTML Help runtime and the HTML Help runtime deploy package.