I think she'll help me.

Literal

She [topic-は] me [object-を] will-help [for my benefit-てくれる] [quotative-と] (I) think.

Two grammar layers stack here. The inner clause 私を助けてくれる describes her future helping with the benefactive ~てくれる, framing the help as a favor for the speaker. と + 思う then packages the whole thing as the content of the speaker's thought: 'I think (that) she will help me.' Note that the speaker's 'I' isn't expressed at all — Japanese routinely drops the subject when it's clear from context. The te-form helping verb is in plain non-past, which here functions as a future ('will help').