If your hub .CNT file contains references to module .CNT files that are not found on the user's computer (either in the current folder or in the WinHelp folder), don't worry; WinHelp won't display any error messages and everything will work fine. The headings and topics referenced by the missing .CNT files won't be displayed.
The same is true for files included in the index. If one of the Help files you specify is not found on the user's computer, its keywords are simply not included, without any errors displayed to the user.
This means you can include references to files that don't yet exist, but will exist when you send an updated version of your Help system or if someone purchases an additional module to your program. For example, let's say a user purchases a program from you. Your program's main .CNT file references ADDON.CNT which was not included with your program. Several months later, the user purchases the add-on module which comes with ADDON.CNT and ADDON.HLP. Assuming your add-on's setup program regenerates the main Help file, ADDON.CNT and ADDON.HLP will automatically become part of the Help system.