What is .chm

Wikipedia says:

Microsoft Compiled HTML Help is a proprietary format for online help files, developed by Microsoft and first released in 1997 as a successor to the Microsoft WinHelp format. It was first introduced with the release of Windows 98, and is still supported and distributed through Windows XP and Vista platforms.

Install Xchm

The default installation of Ubuntu doesn’t include any reader for CHM help files, but you can add one easily.

I personally prefer Xchm which is lightweight and very user friendly, here is the command to install it:

user@computer:~$ sudo apt-get install xchm

You may be asked to enter your password.

Set default application

Now you need to associate files with the .chm extension with Xchm, so next time when you (double)click  a CHM help file, it will automatically open it in  Xchm:

• Right-click on any file with the .chm extension then click “Properties”
• Select the “Open With” tab and click “+ Add”
• Choose xchm and click “Add
  (!) Hint: if you can’t find xchm easily, type it on your keyboard and it will be highlighted

Demo

Here’s a screenshot of what Xchm looks like