Within a paragraph, you need to be careful about commands \rtfsp{\it that begin at the start of a line.}As normal with LaTeX, two newlines represents a paragraph break, although \par can also be used at the end of a paragraph.
You need to have a blank line between section and some environment commands and the first paragraph or your document will look rather weird, e.g. headings running into paragraphs.
wxHelp is more fussy than LaTeX or RTF: you need to use percent characters at line ends liberally to eliminate newlines after commands on single lines.