Hopefully someone else can give you detailed instructions for
your version (which is?). I use a very old version but maybe this
will help you find it. In the Project settings / Windows / your
window name / Properties, there is a "Caption" setting. Good luck.
I believe this is a WinHelp (.hlp) file that you're
Microsoft's WinHelp authoring tool, Help Workshop, provides a
Help Author mode with which you can display topic numbers in the
title bar of a help window. To turn this mode on and off, click
Help Author in Help Workshop.