Now, the Contents&Search menu from file menu try to run mirc.hlp file. It is possible, if mirc.hlp is not in $mircdir, to run the mirc.chm instead ?

But nobody will have mirc.chm unless they happen to have downloaded your file or made their own. Either way it's not from mIRC Co. Ltd. and they have no control over it's content. It's like asking for mIRC to use mirc.net if mirc.com can't be reached when someone clicks the Latest News menu. mIRC already supports CHM files in the Help Files submenu, I don't think it's reasonable to expect anything more than that.