Open a project (.hhp) file, and then click Change Project Options.
Change Project Options
Specifies files, compiler, window, and other project settings.
On the Merge Files tab, click Add.
In the Specify the name of the file to merge box, enter the appropriate file name.
Notes
The merge occurs at run time, which is when the compiled help (.chm) file is opened. Because of this, all merged compiled help files must be shipped with the main compiled help file, and all must be located in the same directory.
This procedure merges the index, Keyword links (KLinks), Associative links (ALinks), and full-text search information from multiple compiled help files. Unified index and search information appears in the Navigation pane of the Help Viewer.