They faked the helicopter sound with a Leslie speaker.

Yes — no actual helicopter was involved. The band used a rotating Leslie speaker cabinet (the same kind organs use to get that warbly tremolo) and a microphone on a boom. They recorded a guitar or keyboard going through the Leslie while physically moving the microphone in and out to create the Doppler shift — that rising and falling pitch that makes you hear a rotor.

They also played the audio backward in the mix, which adds the distinctive “chopper” chug. It’s a trick, but it works. One of the best fake sound effects