GVim full install for Windows has no help?

Hello, all

I have just installed GVim from this installer:

https://ftp.nluug.nl/pub/vim/pc/gvim82.exe

using Full installation. When, however, I started GVim and typed
:help GVim informed me that

E433: No tags file
E149: Sorry, no help for help.txt

Is it the intended behavior? Must I download and install help
separately?

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