It is safe to say that your application installation will need to cope with HTML Help – notably you will need at least Internet Explorer 3 installed on client machines. This is not such a problem with Windows '98 machines as they have Internet Explorer and HTML Help as part of the operating system. For Windows '95 machines however, you will need to add Internet Explorer and HTML Help to your installation.
As you may have worked out, because Internet Explorer needs to be installed, your HTML Help files can include JavaScript and VBScript. In fact, it is possible to reuse most web site developments with HTML Help.
HTML Help – the client install – is available from the Microsoft web site; you can download it from here.