Hi Nazariy,
.MO files under LC_MESSAGES are only valid for GUI, not for
help. When you translate gedit's help, you put the po file
in the help/uk/uk.po, but you don't need to generate the .mo
file. When compiling the module, the .page files containing
the strings are translated and placed under help/uk/ folder,
and then you can read them in your language.
To view help files in your language, you could compile the
entire module or just the help files, to get the translated
version of them. I'm not sure about how to only build the help
files, but maybe someone in the list could help you with it.