Open a project (.hhp) file, and then click Change Project Options.
Change Project Options
Specifies files, compiler, window, and other project settings.
Click the Files tab, and then in the Contents file box, enter the name and location of your contents (.hhc) file.
Notes
If you want a contents file created for you, select the Automatically create contents file (.hhc) when compiling check box, and then in the Maximum heading level box, select the heading level at which you want contents entries to be created.