I use neither Delphi nor Embarcadero XE. But I'll try to give some hints as a possible answer to your questions.
- Is there any possibility to convert *.chm files to *.hlp files? This
makes no sense because it's a step backwards (see below for further
information).
- Is somebody using new *.hlp files? See above - used by many
developers and by me for help authoring many years ago - not today.
- If yes, how can I create this *.hlp file? Makes no sense (see above
and below) - by using Help Workshop (this is not HTMLHelp Workshop
for the *.chm extension!!!)
Please note *.hlp is not a new extension for a new help format. It's a very old Microsoft help format.
HTMLHelp (*.chm) also is many years old, used as successor for years and application help on Windows operating system today. So you have to connect your application and build your own F1-Help.
I'd recommend searching SO by keywords (tags) before asking here. E.g. see:
How to use CHM HTML Help file with Delphi XE application?
How to add support of HTML help files (.chm) on Delphi XE2?
Further information (only if you really want *.hlp to work with):
32-bit Help files have been around for a long, long while. Based on Rich Text Format, these files are a proprietary format for Windows computers. Windows XP was the last operating system version to include WinHelp viewer, yet the popular file format has continued to be used.
WinHelp (*.hlp) originally shipped with Windows 3.0 in 1990 and due to many vendors still utilizing these types of files and because a multitude of older applications are still in use, Microsoft has had to update the viewer application with each operating system after Windows XP. In 2006, Microsoft announced intentions to phase out support for the help file platform stating that it simply no longer met the standards set forth as they planned the development and release of Windows Vista. But you'll find some downloads out there:
WinHlp32.exe is required to display 32-bit Help files that have the ".hlp" file name extension. To view .hlp files on Windows 8.1, you need to install this application.
Windows Help program (WinHlp32.exe) for Windows 8.1.
Note that this is for Windows 8.1 ONLY. And, if you need to read .hlp files in Windows 7 and Windows Vista, you'll find the downloads for those operating systems below:
Windows Help program (WinHlp32.exe) for Windows 8
Windows Help program (WinHlp32.exe) for Windows 7
Windows Help program (WinHlp32.exe) for Windows Vista