Help module creates contextual help sections. Each help section is composed of a group of tabs and a sidebar column. You can create help sections for the list or edit screen of an entity or a taxonomy.
Relationships are connections between entities. A relationship captures how entities are related to one another. For example, customers place orders, customers live at addresses, and line items are part of orders.
A taxonomy is a way to group things together. It might contain only one attribute of interest to users. You can define hierarchical (terms with a parent term) or nonhierarchical (terms without a parent term) taxonomies.