Even though the help file is now browser based it's still installed locally on your machine and should work just fine with no Internet connection. Try disconnecting and see if help still works.
If you want to download a single file version of the help file PDF and CHM versions are available here:
PDF - FileLocator Pro Help
CHM - FileLocator Pro Help
About 95% of the size of the help file is taken up with screenshots. When only a single CHM file is installed that's not a problem but when FileLocator Pro started shipping with multiple language support it became inefficient to deploy the help files in CHM format because each one contained a separate copy of the images.
Instead, by deploying in a browser based format it's possible to share the images for each language so only a single copy of the images is installed on your machine.