I've solved my last question, I needed to manually install the IDE package for the chm help, something which I didn't notice anywhere in the instructions... Then I had to point the "CHM Help Viewer / EXE" to the lhelp binary and it finally launches lhelp. I didn't get the actual help though, but I guess it will be solved by setting chm file paths correctly...
EDIT: @Typo, could you please also tell me your HelpFilesPath under "CHM Help Viewer", and a BaseURL of one of the Databases. And where exactly are your chm files located? Thanks for your help!