Hi Vishal, Pega Chat make use of Mashup technology to display the widget and build the interaction with the front end. Some of the features require implementation of a post message listener. Other features require specific invocations of the Pega Mashup API. The Helper file that is downloaded implements all of these OOTB. The files are implemented in a way where they can be added to your existing JS bundle location and can work without interfering with your front end.
There's no documentation around the internals of the Helper file since it's a complete package and all customization is done through the Self-Service configuration. If you have specific questions about the file or specific functions, I can answer them for you. Otherwise, the implementation guide should help you incorporate it into your website.