I’m not quite sure why you are having this problem, in version 220.127.116.11 … selecting this
the first time you do this it asks what you want to open the file with, and by default it uses whatever browser you have installed. After clicking that ( in my case Firefox ) it launches the browser and navigates directly to this folder ( I use the default WIN 10 installation location ):
Where it is on your machine will depend on how you installed it. It’s possible you have a bad instal of the help file, so all I can suggest is looking on their forums to see if anything matches your circumstances ( you may be using Linux) , or trying a re-instal.
best of luck,