Online documentation. Many programs come with the instruction manual, or a portion of the manual, integrated into the program. If you encounter a problem or forget a command while running the program, you can summon the documentation by pressing a designated Help key or entering a HELP command. In Windows, the Help key is the function key labeled F1.
Once you summon the Help system, the program often displays a menu of Help topics. You can choose the appropriate topic for whatever problem you are currently encountering. The program will then display a help screen that contains the desired documentation.
Some programs are more sophisticated, displaying different Help messages depending on where you are in the program. Such systems are said to be context sensitive.
The Macintosh Help system is often referred to as Balloon Help because the help messages appear in a cartoon-like balloon. Newer Macs (starting with System 7.5) also have something called Interactive Help, which contains tutorials that show you how to perform different operations.