Basically I had to
- Click on the target
- Select File->Add Files to...
- Add the en.lproj/help directory and then make sure to Create folder references for any added folders
- Then, select the newly created blue help item in the project navigator and then click on the File->Add Files to.. for the other languages (e.g., es.lproj/help) etc. If you try to do this by clicking on the target first (instead of the help item in the navigator) it'll cause a compiler error since it (apparently) tries to overwrite the subdirectories