Well, pressing F1 opens the yEd help as intended on our Windows 10 test machine. So, yes, I guess it is a problem specific to your machine.
Maybe the help dialog opens behind yEd's main window (or some other window)?
Did you install yEd with a bundled JRE or do you run yEd on a pre-installed JRE from your system?
Finally, I would like to mention that the yEd help is available online, too.