When you have generated all topic files for WinHelp, so that you have all the .bct files, you can put them together to form the full .cnt file; either with a text editor, or with the Windows copy command. For example:
copy intro.cnt+chap1.bct+chap2.bct+appx.bct mybook.cnt
If you have set up a batch file with other DCL conversion commands, add the copy line after the last dcl line and before the hcw line.