Warum is an adverb = "why." Warum brauchen Sie Hilfe? = Why do you need help?
Weshalb can be either an interrogative adverb meaning "why" as above, or a relative adverb or conjunction meaning "for which reason." Das ist der Grund, weshalb ich Hilfe brauche. = That's the reason I need help.
Wieso can also be either of the above. Wieso brauchen Sie Hilfe? = How come you need help?
Wofür can be either interrogative or relative ("for which"). Wofür brauchen Sie Hilfe = What do you need help for?
I hope this explanation answers your question.
December 14, 2015
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YUNFEI
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Chinese (Mandarin), English, German, Portuguese, Thai