The help window is there to provide information about using JabRef.
When opened, the help window will default to different files depending on which program window it is called from. If this file doesn't explain the aspect you are interested in, the Contents button in the toolbar will take you to a list of the available help files.
In addition the toolbar contains navigation buttons for showing the next or previous file. These are similar to the Back and Forward buttons of a standard web browser. The keyboard shortcuts for navigation are CTRL-SHIFT and arrow key left for Back and right for Forward.
The help window is closed by pressing ESCAPE.