The confHFDIR macro defines the location (directory) where the sendmail program's help file should be installed. The help file contains help for SMTP and -bt rule-testing commands. It is very unlikely that you will ever have to change this from the value that is predefined for you (usually /etc/mail). But if you do, you can do so like this:

define(`confHFDIR', `/admin/mail/etc')

If you redefine this directory, you must also redefine the HELP_FILE configuration macro (HelpFile) so that the correct path appears in your sendmail.cf file's HelpFile option.