TL;DR
Add a help button that is a link that pops up the wiki.What ?
No need for a full in-game help engine, almost everything you need to know is already there in the wiki.(Thanks Bilka! and all the other wiki contributors)
If you don't have any item selected, it would open the main page.
If you do have an item selected, it would go to the page documenting that item.
I would be quite happy if the link opened in my browser; I know that some people prefer to keep things in-game, I don't know how much work it would be to create an in-game browser window, but that might be a nice extra touch.
Why ?
I see lots of posts on the forums from new players, there was one this morning: why aren't my refineries working? At a glance I could see that the light and heavy oil outputs weren't going anywhere. Such a quick and easy answer... once you know. The wiki has the answer; a help button makes it easy to go get that answer.As an experienced player, I frequently check the wiki, for example before I start building a new area: how many resources do I need to build those items? How many inputs per second do I need to keep them working? How many of them do I need to produce a given output per second? How much power will that take?
The wiki is a fabulous resource; a help button would make that resource more accessible, more likely to be used, and hence, even more valuable.