It depends on what you're trying to get help on.
For an executable like python your best bet is the man page. This is only really available on Unix though. eg.
man python
This brings up a screen that looks like:
PYTHON(1) General Commands Manual PYTHON(1)
NAME
python - an interpreted, interactive, object-oriented programming lan‐
guage
SYNOPSIS
python [ -B ] [ -d ] [ -E ] [ -h ] [ -i ] [ -m module-name ]
[ -O ] [ -OO ] [ -R ] [ -Q argument ] [ -s ] [ -S ] [ -t ] [ -u ]
[ -v ] [ -V ] [ -W argument ] [ -x ] [ -3 ] [ -? ]
[ -c command | script | - ] [ arguments ]
DESCRIPTION
Python is an interpreted, interactive, object-oriented programming lan‐
guage that ...
COMMAND LINE OPTIONS
...
-V , --version
Prints the Python version number of the executable and exits.
...
This uses a program called less to display the information. You can scroll with the arrow keys and quit with q. There are more commands available in less. Type man less to find out more.
If you're looking for help on a bash builtin (eg. echo) try the bash builtin help eg.
help echo
--helpto print some useful info.manis the typical *nix utility for getting more verbose info on a command otherwise search the internet for docs on the command