Multiple Document Help Files - Help Authoring Site
As far as multiple documents making up one help file. Just reference topics as normal from the different documents when creating links. The topic names won't appear in the list so you will have to remember the names. But when you build the full project as a multiple document Help file everything will tie together.
Un-check the 'Multiple' check box at any time to test individual documents.
(There is a bulk process feature, on the 'extras' toolbar that lets you process many documents while you take a coffee :-))
There is a limit to the number of documents you can use to create a Help file, it is a limit which is a consequence of the Microsoft APIs and is reached when the total number of characters (including commas) used in your file names exceeding 1024.
You can get around this by doing a manual compile using a copy of the .HPJ file that is modified to include the extra RTF files!
See Also, in the online Manual
Chapter 19: Help -- Managing Large Publications
By using the correct techniques you can develop a paper manual, Help file and Web pages from the same source documents. The best way to do this is to split your publication up into separate documents and bring them back together to create the complete publication and Help file.
This chapter explains how to manage a large Help project of multiple documents and how to process your documents in bulk.