HTML Help is ANSI. So you do need need a Chinese PC or Region setup to both Compile and View the help.
However, if the HTML files have the correct Chinese HTML charset meta statement you should be able to see the text. EG. This is what I use for Japanese...
<head>
<META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=shift_jis">
</head>
Rob Chandler Help MVP http://Helpware.net/ http://mshcmigrate.helpmvp.com/