The Lynx help files are included with the distribution of
Lynx sources and documentation. Links to sites which supply
the distribution are maintained in
Lynx links.
Once you have downloaded and extracted the distribution,
set HELPFILE in the lynx.cfg as:
file://localhost/FULL_PATH_TO_HELP_FILES/lynx_help_main.html
Additional instructions for HELPFILE configuration are in the
lynx.cfg file.