The best place to start is with an excellent Adobe Connect Training Session presented by RJ Jacquez (Adobe's TCS evangelist).
Scroll down the page to this title and look for the "Click to Launch" button.
Web 2.0 Documentation using Adobe AIR and RoboHelp 8 OnDemand Recording
The recording is a little over an hour (you can pause and go forward, etc.) and demonstrates the whole process. All the lessons are good, but you will want to pay particular attention to
Lesson 4: Understanding Updates, Bookmarking and Commenting
Hope this helps.