Sushma:
I use the following code to launch a new window from a button within one of my widgets:
var url:String = 'www.mywebpage.com';
var urlRequest:URLRequest = new URLRequest(url);
navigateToURL(urlRequest, '_blank');
so what you can do is to put this code inside of the widget init event and then either just have the widget close itself right afterwards (don't know if you can do that) or just have a "Help Opened in new window" displayed as the widgets contents ...
Hope that helps!