This takes you to the course folder where you can find helper_functions.py. You can then select and download it so that you can use it on your local machine.
If you go to ‘Building LLM prompts with variables’, the notebook you mentioned opens. From there you can go to File → Open and find helper_functions.py.
Using it locally is not a trivial task, as mentioned by @TMosh. First, you would have to set up a virtual environment and perform (potentially) required package installs. Then you would need to place helper_functions.py in this virtual environment together with the file from which you run your code. To run the code successfully you would also have to set up your openai_api_key and use it in the line in helper_functions.py that uses the key (client = OpenAI(api_key=openai_api_key)). See https://help.openai.com/en/articles/4936850-where-do-i-find-my-openai-api-key.
If you are just starting your learning journey, it may be advisable to postpone this for now. Whichever you choose to do, good luck and happy learning!
No, that is not necessary. There are two ways in which you can look at this.
If you continue with the course, accepting that you cannot (yet) reproduce the exact flow on your own device, you will learn how chatbots can be used together with python conceptually and you will get programming experience in doing so. You can then later decide whether or not you want to dive into the process of setting up a virtual environment, doing package installs, setting up your local chatbot key, and organizing your files correctly.
Alternatively, you could look into how to work with a virtual environment ( Python Virtual Environment - venv ), and how to work with a local chatbot key. That is not so much about learning python, but rather about system administration / devops. It is not as difficult as it may seem, but it will require trial and error and persistence.
So just enjoy the course, and see if you want to dive into the world of system administration / devops. It is nice to know how to run everything locally, but it does require persistence.