What's the help command in drive X:\ (Recovery Drive) CMD Prompt?

No, it doesn't work for me either. The recovery environment only seems to contain a sub-set of commands, those that would be of most use in a recovery situation, help.exe is not included though. Those commands that are included do come with their own help, try Xcopy /? for example.

Edit: In fact, it is possible to copy help.exe and its associated help.exe.mui file to a USB and run it from the recovery environment command prompt. It's not worth doing though, as all help does when you type something like 'help xcopy' is run the command itself and tell it to display its own help.