The SDK Help command takes the word in the current selection and looks it up in the Windows Software Development Kit help file. For example, if you selected "TextOut" in your program and ran the SDK Help command, a Help window for the TextOut Windows function would open.
You must have a Windows SDK help file installed on your computer to use this.
Any help file for WinHelp 3.1 or greater may be used; it does not have to be an SDK help file. If you often want to perform help lookups from Source Insight using a different help file, that will work just fine.
You can tell Source Insight what WinHelp file to run for the SDK Help command by running the Change the SDK Help File command.