This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
The JavaHelp API uses url base hyperlinks, I believe. The only difference is that they point to the local file system instead of the internet. Your best bet would be to construct a url using getClass().getResource("your_file.html").