You do this in the BP Setup of the BP in question. So, if this BP lives in the All Projects shell, you could navigate to that shell and switch to Admin mode. if it is in a Project under that shell, you can navigate to that project and switch to Admin mode. Then, go to Setup > Business Process. Open the desired BP and open the general BP setup. You should see a Help File field in the General tab. Remove the existing file and add a new file, as desired.
This will add the file for that particular shell instance only, so if you want this to be the new help file for all instances of that shell, you can follow the procedure above for a shell template of that type, then update the shells.