You can also add these aliases *assuming you dropped winhlp32.exe into your mircdir
alias F1 run winhlp32.exe mirc.hlp
and to open mirc.hlp at a specified keyword, single keywords only though.
ex. "/help /alias" works fine but "/help address book" doesn't
alias help run winhlp32.exe -k $iif($1,-k $1) mirc.hlp