What are the steps to configure the help.
For example F1 or Ctrl+F1 will open the help file (not the browser).
You must have an offline version of the docs, either html or chm. Then set the appropriate path in environment options->help. For chm, you also need to install components/chmhelp. The viewer will be automatically compiled if it doesn't yet exist.
Is it possible to operate it also on components?
Haven't tried, but context sensitive help (hover your mouse on a word in source editor and press F1) works perfectly.