Unless you've bought the RoboEngine, there is no reason to
generate Webhelp Pro (output on dedicated server to track usage,
providing natural-language search, etc.). Webhelp is fine.
The first panel of the UI is where you set the start page and
default page for generating the output to your local machine. (I
recommend changing the default !SSL! path to a directory completely
outside the RH Program Files area.)
The fourth panel of the UI is where you set the server
directories where you wish to publish that same output. The beauty
of publishing is that RH will only publish the few files that have
changed since the previous publish, not the entire output every
time (less network traffic).
Good luck,
Leon