The Gimp or any derivative does not come with help files installed, they are installed in a separate package. The guys who hacked GimpShop to make it more "usable" than The Gimp neglected to add the help files to the end product, they also neglected to add links to any documentation on their webpages (thus scoring nil points for useability)
This is what I'd do
- uninstall GimpShop
- install The Gimp for windows from http://gimp-win.sourceforge.net/
- visit The Gimp website at http://www.gimp.org where you'll find loads of documentation/tutorials and other useful stuff
- have a read of Grokking the Gimp, as it is a very useful tutorial
The Gimp interface can be a little bit daunting as all the different views aren't contained in one window, but this actually makes it easier to use. You can install a plugin to make The Gimp appear windows-esque but it doesn't really make much of a difference
To get started go to the main window (has "the GIMP" in the title bar), select file/new and away you go.
The Gimp can handle most graphic files (even Photoshop), but be sure to save unfinished work in the XCF format in order to keep layers/channels/paths information. Finished work can be saved in PNG/GIF/JPG......