HELP FILE clause is used to specify the name of the help file (either in the quoted string or as a variable which returns such quoted string):
HELP FILE "/source/msg_files/my_help_file.erm"
The filename can include a path name if necessary and it must include the extension of the compiled help file. Pay attention to the fact that the extension of the compiled help file differs from the extension of the initial help file. E.g. the extension of the help file you create is .msg, but the compiled file has the extension .erm.
All the file names you use in your 4gl development must be platform-independent.
If you use platform-dependent names (e.g., combine upper and lower case, use colons, finish names with a full stop, etc.), please remember that they might cause different problems when you move your project to another platform.