Well, either you haven't downloaded the tutorial correctly or you can't read Windows help documents on your PC!

I remember someone else here had the same problem half a year ago, he's set something in his internet security settings and needed to set that back fro reading help files. I don't know what it was but maybe you find it with a search on this forum.

Your PC must be able to read Windows help files (CHM). Otherwise you won't be able to do much with Gamestudio - neither with most other programs! CHM is a standard Windows format, just like HTML. I hope you unzipped the tutorial before?