I have upgraded my Windows 8.1 64 bit and Delphi 7 continued to work. So far so good. It means the procedure to get Delphi 7 on Windows 10 is still OK.

What did no work? The Help function is broken again, Microsoft did not (yet?) update he HLP support for Windows 10.

After some googling I arrived at:

http://answers.microsoft.com/en-us/insider/forum/insider_wintp-insider_install/winhlp32-do-we-have-to-go-through-this-again/ddcc2f40-e4f3-407b-9672-ee8a2b08a71e?auth=1

Here is a solution (thanks to Komeil Bahmanpour):
Go to his site:

Download winhlp32-windows-7-x86-x64-komeil.cab:

I needed a solution in order to get help working for Delphi  on Windows 10.

Komeil’s install.cmd file didn’t work as is (its pre Win10) so I simply modified it.

Unpack the download (Install.cmd, winhlp32.exe, winhlp32.exe.mui) to a new directory.

Edit the install.cmd and add the following two lines to the ‘settings’ section:

set WindowsVersion=7
goto :BypassVersionError
(yes, ‘WindowsVersion=7’ is correct.) Save the file and execute as administrator.
All should go without error. Delphi help, and every other help file I’ve tried, now works exactly as it should