Really, I don't think OpenMPT should fix other software's deficiencies (that is, implement something that the plugin manufacturer should implement on their own). As a suggestion, you could create a folder on desktop and add links to all plugin manuals there, or organize all your plugins into folders (e.g. using the Manufacturer\Plugin folder scheme) and then copy the manual in the plugin's folder (or put a link to the manual there). For me, this would be one more step to OpenMPT becoming an "all-in-one device suitable for every purpose", which it really shouldn't be.

No, i'm not asking for an "all-in-one device". Since MPT has incorporated plugin utility into its core features, it would be a direct expectation to get help for a plugin and perfectly reasonable to request a shortcut. Other open-source and commercial products that i've used do have methods for getting plugin help, but admittedly, those cases are of a very specific data architecture and path system. In this case, i think that it would not be UNreasonable to ask the user to enter the path for the plugin help file, and made even easier with a browsing dialog. The object i would think in development is to make using MPT as efficient as possible, given MPT capabilities, features, and code restrictiveness. (Don't mean to seem snarky, i'm just rebutting your assertion.)
However, with all that said, your suggestion is good for the time-being, but it just reminds me of MPT's deficiencies, and you know how much i love ModPlug. Perhaps your future plans of incorporating scripting will give me the tools to solve this problem. I could add either a shortcut or submenu in the Plugin window to run a given file under its own app. If you wish, and if you don't buy my reasoning, then tag this as a "scripting" feature, and set it aside...