The OpenEdge Hive

Topic using the contexthelp-button from the title-bar explained how to create the standard windows contexthelp-button on the title bar, and how to respond to its events. This standard button is commonly used with dialog boxes but is not really suitable for (top-level) windows, especially because the contexthelp-button can only be realised when the Minimize/Maximize buttons aren't visible.
On a (top-level) window, it's probably more appropriate to create a toolbar where one of the right-most buttons invokes context-help. To implement this in Progress you can simply create a button-widget and add the following ON CHOOSE-handler to it:

{windows.i}
DEFINE VARIABLE ReturnValue AS INTEGER NO-UNDO.
 
ON CHOOSE OF Btn_CTHELP IN FRAME DEFAULT-FRAME
DO:
  RUN SendMessageA IN hpApi(c-win:HWND, 
                            274,   /* = WM_SYSCOMMAND  */
                            61824, /* = SC_CONTEXTHELP */
                            0,
                            OUTPUT ReturnValue).
END.

This message will result in the mouse-pointer changing to the ?-symbol and will also make the MW_HELP message to be sent when the user clicks on a widget.
To catch the WM_HELP message and supply appropriate help, you will have to use the MsgBlaster control and follow the instructions on page Using the contecthelp-button from the title-bar

In Progress 9 you don't need to use a MsgBlaster anymore, you can just set c-win:context-help=true. However this is a little bit tedious, but Tom Bergman found the solution:

There's a trick you must do to make it work in
AppBuilder code. Progress will only respond to the click on a widget if the
context-help attribute of the window is set to true. Since the AppBuilder won't
let you set this attribute along with min and max buttons this presents a minor
problem.
Trying to set the attribute in the main block fails because the window has
already been realized.
The "trick" is to create an include file with the following content:

  {&WINDOW-NAME}:CONTEXT-HELP = TRUE.

Add this include file as a method-library and it gets included before the window
is realized.
One of the nice features of the Progress implementation of this feature is that
you don't actually need a help file to use it. If you don't reference a help
file or context-id, progress will show you the help attribute of the widget when
you click on it using what's this help.