To run command line programs you need to open command prompt and type in the command with the proper arguments. You don't need to compile the website in CHM, though you'll just have a bunch of loose HTML files in the site folder. You should be able to open the html files (the files that end in .htm, .html) in any browser.
I usually don't recomment books, but books in this case might be useful. You don't even have to buy it if you don't really want, your local library should have some. In any case, I like to have books for quick reference anyways.