Office help files are typically are found under C:\Program Files\Microsoft Office\OFFICE??\1033 (where ?? is the version of office you have).
In previous editions of office, the help files have the extension .CHM. So look for CHM files. They're pretty easy to point out. For example, the main help file for Excel 2003 is XLMAIN11.CHM. The VBA help file for Excel 2003 is VBAXL10.CHM.
You can double-click on any .chm file to read it. You can also get fancy and run a Shell script to open .chm files via VBA (if that kind of thing does it for you).
For Office 2007, the help files are .HXS files. I think need an .HXS reader to see those outside Microsoft Office.