Currently the only item in this menu is Search. This button is available when the Help Window contains text rather than a menu. It brings up a dialog that enables you to search the text for a selected string.
When a match is found, the matching text is highlighted. A beep indicates that there are no (more) occurences of the string to be found by one search -- forward or back according to which type of search you selected -- of the frame. If Wraparound is on, a beep will be sounded only if there are no occurences of the string in the frame.
Where does it start searching?
Customization is discussed in qui-ciq-cqr-hsr.