This is a type of Context Sensitive Help. It looks like a floating popup window that appears in the application UI to give some quick tips and notes about some function or interface element. This popup can be shown by the application automatically, or triggered by a user action like clicking an element or hovering over it with the mouse pointer.
Content help popups improve user experience since they provide assistance in the context of a specific window, operations, wizard step. They don’t force the user to switch to another window to read the software documentation. Such context help elements are not perceived as user documentation, while they can also be created by professional technical writers and become a part of a user guide.