The help file can be integrated to the Delphi IDE by using OpenHelp.
Note: For Delphi 7, also copy the .als file to the Delphi default directory in addition to the Help directory. Usually, the default directory is $Delphi\Projects. Setting the default directory to $Delphi/Help would also work.
Click the Contents tab and select Edit | Add Files from the menu. Locate the contents file (.toc) for your help file in the appearing dialog and click OK.
Click the Index tab and select Edit | Add Files from the menu. Locate your help file (.hlp) in the appearing dialog and click OK. Then click the Link tab and repeat the steps above. Finally, save the changes (File | Save Project from the Open Help menu) and exit OpenHelp. If OpenHelp seems to hang, close it.
The help file should now be integrated into the Delphi IDE. Start Delphi, write a name of a class of your library in the editor and press F1. Your help file should open on the topic documenting the class.
See also Preparing the help file for integration with Delphi IDE