Help now sits at the bottom of the sidebar, in the same place on every page, and names the article it will open - so you can see there is help about this page before you click.
Opening it shows the article in a panel beside the page instead of navigating away. A half-filled form stays half-filled while you read. Links inside the panel open in the panel too, so following a related article does not cost you the page either. "Open in the help centre" leaves the panel for the full article when you want it.
Pressing ? opens the panel for whatever page you are on, unless you are typing in a field.
With the sidebar collapsed, Help is the "?" in the rail, and hovering it names the article. On a phone, help for the current page stays in the navigation menu. It is also still in the account menu.