SharePoint Context Sensitive help

You can make your own help library following the described steps here:
http://office.microsoft.com/en-001/sharepoint-foundation-help/add-custom-help-to-a-site-collection-HA102865397.aspx

After this, you have to add a Javascript to your page, if you want to use the factory embedded question mark on the upper right corner:

<script type="text/javascript" language="JavaScript">
var navBarHelpOverrideKey = "[Help Collection Product]_[Context Key]";
</script>

You can also use the master page, but in that case you probably would use a more advanced script.

(I tested it on SharePoint 2013)