Processes in Microsoft 365 for setting up Office apps, redeeming product keys, and activating licenses.
Check your Office settings and make sure that the Options > General > Privacy Settings.. screen has the "All connected experiences" option enabled so that you can then enable the "Experiences that download online content" option. (These are the steps for my Office 2016 Professional Plus running on Windows 10.) This should allow you to access the online Help system.
The setting about "Download Online Content" mentions things like templates. Nothing about Help.
And I can't enable that without enabling "All Connected Experiences", which I certainly don't want to do.
I'm afraid to enable those because ... I have no idea what else will happen behind the scenes, and whether I'll be able to undo any Connected Experiences later on. Anything I click on has unknown side effects, most of which are as bad and mysterious as the ones in the drug ads on TV.