1. use kies3, not helium! the internets seem to think that the latter is a good option, and i think the internets are a bunch of elitist masochists.
2. kies3 has a contacts option for backup, but if you read it carefully it explains that it won't actually backup any kind of contact data that you might be interested in keeping. the only way to safely backup contacts is using your google account, and there's a good chance that your contacts aren't configured as google contacts in which case you WILL lose them permanently when you perform a factory reset or upgrade your phone.
a) always save contacts as google contacts. why there are any other options or why the google option isn't the default is an absolute mystery to me.
b) if your contacts aren't already google contacts, you have to convert them. there's the way to manage importing, though it seems a bit round-about. you might want to try playing with the menu options for contacts. there should be a move device contacts to option but you might have to go settings->contacts and use the import/export contacts option to import from your SIM or device to your google account.
it's probably a good idea to change contacts to display your google account contacts only.