Error messagesFor error messages the help button takes you to brief information about the specific problem.
Often there are links from that page. From the links you can find out a lot more.
Error opening sound device message. Try clicking on the at the bottom right of this image.
Effects, Generators and Analyzers - and PreferencesAudacity currently has help buttons on pages for Effects, Generators and Analyzers and Preferences.
Clicking this button will take you to the page for the effect/generator/analyzer or preference section in the Manual.
The Amplify effect. Try clicking on the at the bottom right of this image.