Whenever you press F1 in Lazarus you're asking for help. Pressing the [Help]-button on some menu page will most of the time have the same result. Depending on what form/page you are you may be presented with some (more or less useful) help information.
Help for a dialog form within Lazarus will probably direct you to this site. Which kind of help you will get is configurable in [Tools|Options|Help]
In older Lazarus versions, by default F1 opens .chm help, if installed, see 1st things to do post install.