When a Helix command is used in CATIA, a line has to be selected as an axis. To create a helix curve along any curve, not only a straight line, follow these steps.
1. Define a curve (it will be an "axis" of a helix curve). Using this curve, create a swept surface, as shown on Fig.1.
2. Define a Boundary on one of the curves end. Define a point on that boundary and then use it to create a line. A line should start form that point and be tangent to the boundary (see Fig.2).
3. Now create another line (Fig.3), it should start from the same point, as a Line type select: Angle/Normal to curve, select previous line as a reference curve and swept surface as a Support. Assign an angle and end length. Make sure that the Gometry on support option is selected!
4. A helix curve has been created - Fig.4.