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I needed to add a help and external documents link to my application.
Open Menu Editor, add an item, give it a name, click URL and type the link (in my case ./documents/ ), remove the anonymous tick and bingo, job done.
Now I can dump any document I want to in the documents folder, including a help file, and by clicking the Help menu item opens the folder up where I can choose whatever I need. Remember to set appropriate permissions for remote computer access.

thanks !