The help authoring tool from Microsoft, HTML Help Workshop, can be used as an easy-to-use system for compiling your HTML files into a standard format used by the Microsoft Operating system for displaying on-line documentation (aka Help Files).
In order to compile your HTML files you will need to download and install the free HTML Help Workshop from Microsoft.
To compile your HTML files using UncleGED:
With the "Compile HTML" option selected UncleGED will create all of the files needed to produce the compiled HTML file (.chm) and will invoke the HTML Help Compiler after it has completed the generation of the HTML files. The compiled HTML file will be located in the same directory as the HTML files and will have the same name as your GEDCOM file with the .chm extension.