The help facility uses your web browser, which runs concurrently with MacLispix. The help documents can be browsed separately, of course. Set the default browser with the MLx...Help...Set Browser menu to either Netscape or Microsoft Internet Explorer .
For help on any MLx menu or button hold down the option key while selecting the menu or clicking on the button. This will show a brief description of the command in a dialog. For instance, pressing the Info...Help button in the Image Buttons window, brings up this brief description of the Image arrays:

which is similar to the dialogs which are shown on selecting menus or buttons while holding down the option key. As this particular button does nothing other than show this dialog, the OK button does nothing. For most help windows however, the OK button would go ahead and do whatever the button or menu was supposed to do.