I had this issue as well with HLP files that can't be opened in Windows 10. The fix is actually very simple. You have to install a dedicated application that supports reading those HLP files with the possibility to print or save them. For this procedure, you could try Help Explorer as it's a 100 % working application for you needs.
You can download the application through one of the websites listed on Google
Search. Once downloaded and installed, go to File > Open and select the Help file.
