Interpretation of request

No. You would have to say "Please help me with these exercise books".

You could also use 'carry' instead of 'with'.

Please help me carry these exercise books".

The above sentence is the same as mine. So, even an English native teacher lets the pupil carry the books himself. I thought with the word "help" in the request the teacher should also be carrying some of the exercise books.
Am I wrong?

Thanks.

I don't think your sentence included the word 'carry'. I could be wrong, of course.

You are right, though. "Help" does imply the teacher will be doing some of the work.

Thanks, Roger.

I don't think your sentence included the word 'carry'. I could be wrong, of course. (No. You're right. The word 'carry' was inadvertently left out.)

Am I right to say that the teacher should have said, "Please carry these exercise books for me", in which case, it is clear that the pupil will be carrying the books himself.

You are right. It is likely the student would know he or she would be doing all the work if the teacher said 'help', but your way does not allow for any misunderstanding.

Thanks, Roger.