The following code changes the Help file depending on the active form, before WinHelp is called. acAppEventsHelp should be assigned to the OnHelp event handler of acAppEvents component.

function TForm1.acAppEventsHelp(Command: Word; Data: LongInt; var CallHelp: Boolean): Boolean;
begin
  Application.HelpFile := Screen.ActiveForm.Name + '.hlp';
  CallHelp := True;
end;