The Helix curve function in Catia V5 only allows a helix on an axis or a line.
But there is a trick to create a helix on a spline/curve or polyline.
Create a curve and add a plane on the end of it.
Create a line on this plane.
Sweep the line on the curve use the settings shown in the picture.
Reference surface is "default".
Create a second sweep - now the reference surface is the previously created sweep.
Add a law with an end value that fits your desired result.
Make sure the law type is "Linear".
Create a boundary with the settings shown in the picture.
Surface edge is the outer edge of the second sweep.
Now your helix is finished and you can sweep a sketch on it to get your desired surface.