I really don't see why not.
Are you going to use it for the User Documentation?
For my documentation I made a simple JFrame, with a JScrollPane on it, it allows you to put a URL to an HTML page, this will display it in the JScrollPane. It was very simple, but got the job done. Not sure if using the JavaHelp API might make it more complicated, in that I am unfamiliar with that API.
Just as long as you keep it simple,
you should be fine.
Mark