This illustration may be a combination of two images, or simply a program I don't know about. However, there are many protein visualisation programs that can show alpha-helices such as PyMol, VMD or Yasara. Here you can ray-trace the image (i.e. transparent background) and then combine the illustration with something else, e.g. an illustration from ChemDraw to produce something like the illustration shown in the question.
If you don't have a protein to visualise in these programs, you can simply download one (with alpha helices) from the PDB database.