I believe you can find an example in the Help files, but here you go:
Create a Curve,By Equation, select a Coordinate System with Z on the axis of the helix, and choose the Cylindrical option.
Now enter the following equations:
r=2
theta=t*360*8
z=t*5
These are examples of true parametric equations. In this case t is the governing parameter, and by definition it is the independent variable which goes from 0 to 1 to generate the dependent values. Thus, the 8 gives you 8 full turns, and the 5 gives you a z-height of 5, radius of 2. This can also be done with the Cartesian option using sin and cos, but Cylindrical is the easiest.