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Once you have completed a couple of topics you will want to publish your output to see what your finished product is going to look like. You can output any of the formats supported by Help+Manual at any time you don't have to decide in advance what format you are building your project for. The only thing you may need to do before you begin is install the necessary Microsoft help compilers for HTML Help and Visual Studio Help (VS Help is only relevant for .NET program code documentation).  

See also:

Customize - Compilers

Testing Your Project

Configuring Your Output

Visual Studio Help