That's harder than it sounds; helium (like hydrogen) has a tendency to leak through anything you put it in due to its tiny molecule size.

Can it go through lots of solid metal, copper for instance?

I would presume so, given that hydrogen (which is bigger in molecular form than helium), leaks out of almost any container you put it in (hence why hydrogen cars have never taken off). But I haven't got any personal experience with it.

There's also the problem of sealing the vessel it's in - since you're almost certainly keeping helium as a gas, it's going to leak through the smallest gap.

Interesting tidbit, but that’s not why hydrogen cars have not taken off. There’s currently no real infrastructure for producing, distributing, or storing hydrogen, and in-vehicle storage poses safety issues. Even if we put in the effort to solve those issues, we’d wind up with a monoculture like we have for gas now. It’s much better to use electricity as an intermediary, as we already have the infrastructure to handle it and you can use any kind of fuel to generate it.