Modify links under ‘help section’?

But for plugin pages,I can’t able to find the files to remove.

For dealing with plugin/registered pages that you won’t necessarily know the hooks for, something like this will work…

add_action( 'admin_head', 'set_plugin_help_text');
function set_plugin_help_text() {
    global $_registered_pages;
    if( !empty( $_registered_pages ) )
        foreach( array_keys( $_registered_pages ) as $hook )
            add_contextual_help( $hook, "Your generic plugin page help text" );
}

NOTE:
I purposely didn’t use the contextual help action(as used in RodeoRamsey’s answer) because it doesn’t work for the above approach(so it wasn’t without reason, i notice the other answer got more votes and i presume that *may* be why).

Of course do note that the custom-background, custom-header and the theme editor pages under the themes menu also count as registered pages, so they’ll naturally be effected by the above code (you can always factor some exclusion code into the above to deal with that though).

EDIT BELOW:
Additionally if you want to modify the help text for pages that aren’t registered, ie. those that exist physically in WordPress and are used by WordPress, you can use the following approach.

add_filter( 'contextual_help_list', 'wp_help_info_replace', 10000000, 2 );
function wp_help_info_replace( $help, $screen ) {
    if( in_array( $screen->id, array( 'post', 'edit-post' ) ) )
        $help[$screen->id] = 'Simple example help text';
    return $help;
}

In the above example i’m targetting edit.php and post-new.php, be sure to pay attention to the array values that refer to the screen ID, this value does not match what you’d typically expect to see as the pagehook, i would suggest echo’ing out the screen ID for screens where you’re unsure about what the ID may be.