Target from Tools => Mail Merge Wizard => Help-Buton is https://help.libreoffice.org/7.0/en-GB/text/swriter/01/mailmerge05.html?System=WIN&DbPAR=WRITER&HID=modules/swriter/ui/mmlayoutpage/MMLayoutPage#bm_id8489030 (Mail Merge Wizard - Adjust layout) but it should be https://help.libreoffice.org/7.0/en-GB/text/swriter/01/mailmerge00.html?&DbPAR=WRITER&System=WIN (Mail Merge Wizard)
Repro 7.2+. Actually, on step 1.no help is found and step 2. help for Adjust Layout. This bug is for a link. But let me note that help need an update so that's clear that Save, Print, Send are not a part of Wizard anymore, nor we have Create any longer. That remained from when Wizard had 8 steps.
Rafael Lima committed a patch related to this issue. It has been pushed to "master": https://git.libreoffice.org/help/commit/fbd33772208531912a8c43917a8f660206ce38f9 tdf#138254 Fix broken link to Mail Merge Wizard
VERIFIED with Version: 7.2.0.0.alpha0+ (x64) / LibreOffice Community Build ID: f96004096268f5e71120678e32fc8c74055819aa CPU threads: 4; OS: Windows 10.0 Build 19042; UI render: Skia/Raster; VCL: win Locale: de-DE (de_DE); UI: en-GB Calc: CL Rafael, thanks for fixing it!