You should be able to add a shortcut to the CD. You may not be able to create it directly to CD because the CD is read only. You would need to write the help to CD before you can create the shortcut, then you would need to write the shortcut to the CD. However, a shortcut could be a very bad idea because it will include a drive letter which may change from user to user. Why not just have the user double click the help? That is not much different than clicking the shortcut.
I once created a simple dialog that would autorun on a CD. It had buttons to install the software, read the manual, or watch instructional videos. Each of these used the ShellExecute command to run the appropriate file from the CD. Perhaps your developer could crete something like that.