For a long time, the MySQL Documentation Team has been providing CHM files for most MySQL documentation we publish. Like many other formats, CHM-format docs can be downloaded from http://dev.mysql.com/doc. CHM (Compiled HTML Help) has been the de facto standard help file format on Windows since 1997, but the technology behind it is outdated and has all kinds of quirks. The successor format introduced with Windows Vista is AP Help, but it hasn't taken off in practice so far. So, with CHM being outdated and AP Help spread anything but widely, lots of vendors have started providing documentation on Windows in PDF or HTML format.
Building CHM-format documentation is a challenge of its own. I'll not go into details here, so let me just state that it requires a dedicated Windows box (or VM), and while it can be automated using Power