Here's a link to a WinHelp topic called Welcome to WinHelp 2000.
By clicking on one of the hyperlinks in this paragraph, you can see that WinHelp 2000 completely integrates WinHelp and HTML. Just click to run macros that pop up dialogs About WinHelp or About WinHelp 2000.
You can even right click on this topic and choose "View Source" to see the HTML source for this topic.