I will assume you have installed proe in the program files directory.
To display the help system you need to tell proe where your version of netscape or internet explorer is.
To do this run the file ptcsetup.bat. This file should be located in c:\program files\proe200i2\bin.
Run this file and follow the instructions on screen (I can't remember what it says without doing it).
There is a part that asks where your help files are mine are in c:\program files\ptchelp2001. Then it will ask where your browser software is. Browse your disk to find, (in my case) c:\program files\Internet Explorer\IEXPLORE.EXE.

When this is done finish the setup. this should sort your help file problem out.

Hope you understand this (but it is early for me).

Good luck

In my above post I said ptcsetup.bat is in c:\program files\proe2000i2\bat where it should say c:\program files\proe2001\bin. (I did say it was early)