The Helvetica font does not come included with Windows, so to use it you must download it as a .ttf file. Then you can refer matplotlib to it like this (replace "crm10.ttf" with your file):
import os
from matplotlib import font_manager as fm, rcParams
import matplotlib.pyplot as plt
fig, ax = plt.subplots()
fpath = os.path.join(rcParams["datapath"], "fonts/ttf/cmr10.ttf")
prop = fm.FontProperties(fname=fpath)
fname = os.path.split(fpath)[1]
ax.set_title('This is a special font: {}'.format(fname), fontproperties=prop)
ax.set_xlabel('This is the default font')
plt.show()
print(fpath) will show you where you should put the .ttf.
You can see the output here: https://matplotlib.org/gallery/api/font_file.html