You don't. You basically just model a close approximation, a hollow cylinder, and you're on your way. You can fudge the details if you have to with Draw-in-View on the draft sheet.
I'm actually working on a similar problem, though. I know UG allows you to create a helix following a spline, which gets a close approximation. And then that geometry can be brought into Solid Edge. Problem is, when you start modeling helix, your performance goes WAY down. That's why you typically don't bother modeling something like this in detail.
Since SE doesn't have a helical curve command, I'm working out the math to get XYZ data points for a spiral along a helix. Those data points can be used to create a curve by table and then that curve is used as a guide curve to a sweep. If you really want to model your spring, that's how you would have to do it as of v14.
--Scott
For some pleasure reading, try FAQ731-376