In zmodeler2 you need 2 spilnes, one to define the helix shape and another one to define the round cross-section shape.
1. Create-Spline-Helix. To define how many rotations of the spring you want.
2. Create-Spline-Circle. To define the spring cross-section.
4. Click on the part that you made in 2.
5 Click on the part that you made in 1.
That should create the spring, if you use the correct views. It difficult to explain.
there's some help here on splines and surfaces.