The "Help" button in the Kleopatra settings currently is disfunctional (export QT_LOGGING_RULES="org.kde.*=true" shows no output, when clicked):

It should open an browser pointed to the url of the "Kleopatra Handbook":

Note: Maybe related to language. I just noticed, that on windows the de version is opened, although the win display language is en (and kleopatra language default).