These atoms go around by themselves, so a molecule of helium is just one atom. When atoms in rocks emit alpha-particles, the gas gets trapped in the rocks. It can be released by grinding up and heating the rocks. A kilogram of uranium produces about a mugful of helium in 3 million years. This makes helium expensive, but it is used in balloons because it does not burn like hydrogen.
Divers breathe a mixture of oxygen and helium to avoid getting the bends.
When a nucleus emits an alpha-particle, it loses 2 protons and 2 neutrons.