It is common practice to place the help center in a subdomain. Using a different top-level domain is less popular and is not recommended. -View the response of @ sclarke.
There are two reasons combined. Normally, the main website or store runs with a CMS like WordPress and is installed on the server itself. The help center is a SaaS, for example zendesk. But as a business owner, he does not like to use a generic zendesk subdomain to deliver assistance to his customers. Then, add a new subdomain and assign it to your zendesk account through DNS. -BTW: You will also see this for the bulletins.
The other reason is more relevant to the UX. You can print "help.example.com" on your product, in your manuals, send it by email or simply inform your customers by phone. This allows your clients / users to dive directly into the help center, instead of visiting their home page and looking for the link to it.
Even if you do not use a SaaS but integrate it into your website, you must use a subdomain and redirect it to the relevant subpage.