There are three flavours of help available from the Palette:
Boa If an object is selected on the Palette, this help will bring up the associated wxWindows help file.
Otherwise, Boa's own help will open. (Which you are now reading)
wxWindows This takes you to the main wxWindows help.
Python This takes you to the main Python help.

In the toolbar of a help page you'll find a TextCtrl and a ComboBox.
Enter a string to search for into the TextCtrl and view the results in the ComboBox. The results are sorted on the number of times the search string occured in the file.

Context help for wxWindows/Python library reference/Module index is also available in the Editor by putting your cursor on a word and pressing F1.

In the Designer press F1 to get help for the selected control.

If a help file can not be found, try to tweak the code in Prefs(MSW|GTK).
Help indexes are built against a spesific version of the help, currently 2.2.1. If you for some reason do not want to use this version, the indexis can be rebuilt by using the HelpScrpt module in Scripts.