Need to know the steps....
Try opening the RoboHelp HTML application (not the RoboHelp for Word application used to create the .HLP file). There create a new project specifying to import the HLP file. From memory that does a pretty good job of bringing across the content. Once there it is easy to create a CHM file. If you need to know more specifics, you'll need to tell us which version of RoboHelp you have.
As a moderator can I ask that people be more specific. Had you stated that at the outset it would have saved RoboColum(n) from stopping work to prepare the list he gave you.
Creating a CHM is as simple as going to the Single Source Layout pod and opening the Microsoft HTML Layout, then setting the options you require. Help for those can be accessed by pressing F1.
If you have problems with any of the steps, then come back with specific questions and someone will be happy to help.
See www.grainge.org for RoboHelp and Authoring tips
Catherine. A CHM is not "saved" anywhere after you import your HLP file. The CHM is created via a different process as Peter outlined. However you are likely to be a long way off from being in a position to create a CHM file. There are a lot of other considerations (e.g. style sheets, window definitions, etc.). Have you set these up and applied them? If not, and you don't know what to do, I suggest that this is best handled by you getting some good training.
I understand that Catherine but what you require is a lot of hand holding, training and advice. This is a user to user forum and as such we too have demanding jobs. I can help, but it will have to wait until I am able to help. If you can't wait, try reading the product help files. They are relatively good for fairly basic queries like this. If you require further help, contact me using the email link in my profile. Alternatively there are some books around that could help. IconLogic have one that has been updated for RoboHelp 10 and can be found here: http://www.iconlogic.com/robohelp-html-10-workbook-adobe-iconlogic.htm
we are trying to generate .chm because we are migrating the application to 64 bit from 32 bit and those help files must also be changed from .hlp files.we want to know how to link the generated .chm files with that application?..
OK. Now the scope of your original question has expanded to making sure your applications calls it correctly! There are so many questions that I or someone else would need to ask and get answers to that it makes little sense to continue this thread. As I have said before, what you want is a lot of training and hand holding. This takes time. If you are not able to spend the time to learn how to do what you want, please don't expect someone else to do it for you free of charge. All of us who offer advice here are paid employees or freelancers. Whilst we do not mind offering free advice where we can, sometimes we simply can't. This is one of those situations.
If you want me to help you further you can contact me via my website. However I will not be in a position to do anything straight away.