“Rate Helpers” in QuantLib are objects with a role to take a yield term structure as an input, compute the price of a market instrument that this yield term structure implies, and compare this implied value to a price quoted or traded in the market.
Rate helpers are often used in the process bootstrapping or calibrating yield term structures: the bootstrapping/calibration process simply iteratively tries to minimise the discrepancy between the implied and quoted prices of instruments contained in the rate helpers.