It is availble with visual studio installation.
If you installed visual studio 2008,run setup
again and you will see the option for installing
product documentation which installs the msdn
library.click on it and follow the steps to
install the MSDN library for complete help.

there is another tool called resharper for
help in writing codes in visual studio.If u
installed resharper then you will notice that
when u write code,some pre written codes
comes automically to help your coding writing
easier and when you keep your cursor on the code,
you will see a lot of help information,etc.