I want to create a help file opens when pressed F1 anytime. How to create it and include to code?
You are asking two things which are separate issues:
This can be tricky depending on how you do it. There are many different options, some launch a web browser to a online help while others launch a help viewer of some kind. I have also seen people having simple help viewer implemented in simple controls like some kind of browser control or rich text viewer. To create a external file (like a *.chm file) I would use a commercial package like robohelp, there are SDKs from Microsoft, but packages like RoboHelp makes lift so much easier.
To get the help to be displayed you normally (in the case of an *.chm file or an web browser) need to launch the viewer program. The help SDK from Microsoft contains help for this, but you may also just lauch the program as any other program. Take a look at the System.Diagnostics.Process class.