To collect the helium, people drill down into the caverns and capture the helium as it escapes. Most people are familiar with helium balloons. We put helium in these balloons, because it is lighter than air and is non-flammable. However, most of the helium used today is in liquid form. All gases become liquids when the temperature becomes low enough, or when excessive pressure is used.
Scientists use liquid helium for experiments that have to be kept very very cold.