Easy way? No. The "Help" compiler that once existed is no longer so easily available and is not included with Office any more.
Here's the short and (not so) sweet of it. You can put a Key Down event to determine that a key was pressed and can use various functions to determine WHICH key was pressed. So there is the mechanical starting point. But the next logical question is, so now you know that F1 has been pressed. What are you going to do about it? What would you LIKE to do about it? There is where we can help.
CJ's advice is good and if all you want is really short help messages, the ControlTipText property is the easiest thing to use - and is built-in as a common property of controls. If you want more, then think about what more you want and tell us. We might have tips for you.