Using the Internet accessible "SolarWinds" web site is not an option for us.
I tried a home grown link to a folder on a server containing the SolarWinds .PDF documents. That did not work as it appears that the link you enter at "Settings" > "Web Console Settings" > "Help Server" seems to append "Documentation/Helploader.ASPX" after any entry you enter to replace the default SolarWinds web help page.
In other words, is there a way to make the "Help" links usable if your system is not and cannot be connected to the Internet?