How I create an html index for the help in an R package

I developed a small R data package but I don't know how to create an html index for the help entries.

When I call the help for a data set the help is displayed correctly:


But when I click in the index in the help page I got the following error:

URL '/help/00Index.html' not found

We can probably help you, but it would be easier if we had a bit more information.

Can you share your package?

Can you tell us what you did exactly? Did you install the package? On what OS? How do you "call the help"?