I guess, you are talking about the "Edit Macro" dialog. Yes, this dialog has no Help button, which I also really miss here. Ask IDM via email to add a help button to the Edit Macro dialog. (I don't want do that, because I already wrote many mails about improvements and bugs since release of v11.20 and the IDM developers should know, that other users also have suggestions for improvements.)
As workaround open the help of UltraEdit before open the macro dialog or use the link to the help in the windows start menu or press key F1 in the edit macro dialog.
And uncheck option Show CHM user help files always on top at Advanced - Configuration - Application Layout - Miscellaneous.
Best regards from an UC/UE/UES for Windows user from Austria