If you are running PyScripter from a network drive, then depending on the security settings of your machine, you may not be able to see the contents of the help file. This is a general issue affecting all CHM files and not PyScripter specific. This article from Microsoft explains the issue and provides a solution involving editing the registry to register the help file.
Since editing the Windows registry is always tricky I recommend the following
- Download hhreg.zip from EC-Software.
- Expand and run hhreg.exe.
- Add PyScripter.chm to the list of Network files and folders and you are done.