The help with MSVC 6 is external. I have some seperate help program with the complete Windows SDK docs with it.
As for OP2, you don't open DLLs with MSVC, you compile them. It's gonna be pretty useless if you try to open them. I suppose there is a built in debugger, but this isn't what you want, and even if it was, you'd be better off using something designed for reverse engineering, rather than something meant for debugging something you have the source code for.
Anyways, there was an OP2 SDK download around here somewhere. It was mostly just a matter of unzipping the package, and copying and editing from one of the template projects. That way all the compiler options are setup correctly in the existing project file, and all the .h and .lib files you need will be there.
You can also set a post build step that will copy the new DLL to the Outpost 2 folder, and set the debug executable to run to Outpost2.exe, so pressing (Ctrl+)F5 will start the game for you.
Edit: I believe this is what you're looking for:
http://www.outpostuniverse.net/files/coding/op2_dllsdk.zipThere's a slightly different SDK if you're using Code Blocks instead of MSVC. I think it was mostly some updated path names. Ask Blackbox if you want to know for sure.