Ideas for implementing a standard windows form help window?

You can certainly create your own help file control but if your application is going to be primarily distributed to Windows users you can also download a program from Microsoft called HTML Help Workshop which will allow you to create your own chm files (which are the help files you are referring to). Then you can link to these files in your program and that will be exactly what you are describing. However, this solution would not work well with non-Windows users.