Basics: What is EasyHelp/Web - Help Authoring Site
EasyHelp/Web is not an EXECUTABLE program as such. It is a Word ADD-IN or TEMPLATE.
You will notice that all the examples have the EASYHELP.DOT template file attached. The Word help should have more information on templates as it is pretty fundamental to the way Word Works.
Most new documents have a template called 'NORMAL' attached to them by default but if you use the Word menu (*not* the icon on the toolbar) and select File | New you get a chance to choose a template for your document. Choose EASYHELP from the list.
You can also use EASYHELP as a 'global addin' You need to check out the Word documentation on this to see if this would suit the way you want to work but, most people use EASYHELP as a document template.
TEMPLATES contain STYLES to control the formatting of your text. Again STYLES are very fundamental to using WORD efficiently so check out the Microsoft documentation.
TEMPLATES also contain tool bar buttons, shortcut keys, and macros -
Templates and Styles are very very powerful features of Word so it is worth while learning a bit about them.