ollydbg hlp file accompanies the package that olly comes with
if you dowloaded the latest 1.10 beta as your first download then may be olly hasnt included it in the package coz olly help file was updated only on version 1.08
so you can try downloading 1.08 package and getting the help file shifted
to set up plugins ?? what do you mean just put the dlls in the same directory in which olly resides and its done
no setup or nothing required
if you like to put your plugins in one folder which is not default ollydbg directory then
go debug -->options -->appearance--->dialogs and directory -->browse your path to plugin and udd directory and set the path and restart ollydbg
they get into effect
