A custom component can provide its own Help pages by passing a parameter to the call to display a Help button in HtmlView.php, like this:

            ToolbarHelper::help('manuals', true); // OR $toolbar->help('manuals', true);

However, the Options page uses com_config and the Help button does not work when created with the new method, by defining a key in the component config.xml file, like this:

	<help key="my_component_options" />

So the Help page opens but returns a 404 - RuntimeException.

I think this can be traced to the last line of administrator/components/com_config/src/View/Component/HtmlView.php

        $toolbar->help($helpKey, (bool) $helpUrl, null, $this->currentComponent);

It needs the third parameter to be the helpURL rather than null. But it looks complicated to fix!