Having the information in the help set available online is one thing. Often, there is also the wish to have a nice printout with everything available. HelpSetMaker supports this by creating a LaTeX file which can easily be transferred into a PDF document using modern LaTeX tools.
The LaTeX export feature of HelpSetMaker is very new and unpolished. Consider this feature as somehow useful. Perhaps it might do what you need. But it might also produce something totally wrong which cannot even be parsed by the TeX system. Please report such behaviour!