Extending the Eclipse help is simply writing html pages. And linking between those pages is easy as long as the pages all reside in the same plug-in. Cross plug-in references (linking from plug-in A help page to plug-in B help page) requires just a little bit more information in the link:
<a href="PLUGINS_ROOT/plug-in-id/path/page.html">My other plug-in</a>
PLUGINS_ROOT will be replaced automatically during runtime. All you have to do is to replace the plug-in-id with the targets plug-in id and fill in the complete path to the html file. Even $nl$ parameters are possible here.