Making a custom help center page

You can achieve this when you register your post types. The slug can be a path:

$section_args = array(
    'rewrite' => array( 'slug' => 'help/section' ),
    // your other args...
);

$article_args = array(
    'rewrite' => array( 'slug' => 'help/article' ),
    // your other args...
);