Component.setName(..) is used in the JDK mostly by the look and feel implementation classes to set ID-like strings for each component, e.g. BasicOptionPaneUI might call it on a button component to set its name to "OptionPane.button".
The getName() is used in toString() methods, when setting the names of child components inside a Composite/parent Component and in AWT and Swing debug logging code. I suspect strongly that the getName() method is also used by some AWT/Swing testing frameworks.
So if you're not dependent on any of the above uses of getName(), you might try using it for your help messages, though I would not recommend it.
Maybe you should reconsider your design? Use the name to do some lookup in a hashmap that loads the help text from a resource bundle?