I've only known one, and she pronounced it Hel-
I've only known one, and she pronounced it Hel-EEN-ah. I'm always inclined to put "Aunt" before it, as she was the aunt of two sisters who were my friends.
(her sister, my friends' mother, was named Marion.not that I called her that, I called her Mrs. Lastname, as was usual.)
Where I live now, Helene is rarely used alone, it's mostly Marie-Helene.