Sorry for post revive 
I am writing to who’s can’t open chm file because hes get * Make sure the web address //ieframe.dll/dnserrordiagoff.htm# is correct error.
So the Trekie’s solution is right click on chm file and at Properties unlock/unblock the file This solution does not work me but with a third party software I could open (anyways this software is cross-platform). It’s name xCHM . Link: Best Open Source Mac Image Viewers 2023
Good luck