First, find a foundation. You can use anything as the base for your shrine. Make sure the surface is wide enough, however. Whatever you decide to use, make sure you consecrate it and use it only for this purpose. This will be a holy shrine dedicated to Helios.
Second, cover the area with an altar-cloth. You may want to use a plain covered cloth, but if you can find something that honors Helios, he will show your prayer more favor.
Third, gather materials. Foremost you will need a symbol of Helios. The inner order of Mystikos have a specific object we use to worship Helios, but a beginner may choose their symbol. If you are worshipping Helios as his Greco-Roman forme, you may want to use a steed or fire.
Fourth, you will want an incense censer, or simple incense will do. The aroma of incense is essential for the meditative trance of prayer; pleasant scents also please gods.
Fifth, make sure you have done step one! Consecrate and bless the space before you worship! A little salt-water sprinkled on the space will begin this process if you didn't know. For further suggestions feel free to ask me.