Helium is the second element of the periodic table and thus is an atom with two protons in the nucleus. Most Helium atoms have two neutrons in addition to the protons. In its neutral state, Helium has two electrons in orbit about the nucleus.
Helium is a relatively inert element, which when in its neutral state is quite unreactive due to a filled outer shell of electrons. Thus Helium is not normally part of chemical compounds.
Helium was produced in the big bang and is also created in stars when hydrogen is fused into higher elements. Many unstable elements emit ionised helium nuclei when they undergo radioactive decay. These nuclei are referred to as alpha particles.