There are a couple of plugins which export to HTML. If you find another tool which converts those into CHM, you can use
https://www.dokuwiki.org/plugin:siteexport or
https://www.dokuwiki.org/plugin:nsexport (and probably some more).
Also relevant are other plugins which export into a different file format, like PDFs or ePubs. See
https://www.dokuwiki.org/plugin:bookcreator