HTML Help v1.0 was released 1997. It is old and not Unicode enabled. So all project files (.hhp, .hhc, .hhk) and HTML topic files (.htm, .html) all need to be saved as ANSI. If the HTML is encoded as Unicode (UTF-8 or UTF-16 aka UNICODE) non-English chars wont be handed correctly in the HH navigation (TOC, Index, Search). The embedded browser (content area on right of the help viewer) will however display the topic text fine since this is a UNICODE enabled control.
To correctly compile and display say e.g. Japanese Help you will need to find a e.g. Japanese Windows PC, or change the PC Region settings to use Japanese.