How are you in a Helios already without understanding the basics of exploration?
Anyway, as for fitting, you’ve got a lot of options with the Helios’ many mid-slots. A solid fit to start with can be found here (look at the High Scan Strength Explorer entry).
With the exception of a very few types of items, most of the buy and sell orders you see on the market are set up by other players. Selling your loot can be done one of two ways (unless your loot is a blueprint). First and foremost you need to transport it back to a station. If there are active buy orders for your items already set up by other players at that station you can sell the loot instantly. If there are not, and you do not wish to take the time to move the loot to a station where there are active buy orders, you can set up a sell order. Meaning you will not receive any ISK until someone buys from you on the market.
If you are already in a Helios, you are already in one of the endgame ships for exploration. The Tech 2 scanning frigates have stronger scanning bonuses than the Sisters of EVE ships, but the SOE ships are more combat-capable. If you want to run high-level combat signatures and sleeper sites, you’ll probably want to get a Tech 3 cruiser. But pretty much every pirate faction data and relic site in hi-sec, low-sec, null-sec and wormhole space (pirate sites can be found in wormholes of class C1 to C3) can be done rather easily in a Tech 2 scanning frigate. If you want to be able to defend yourself, or to sneak up and attack other players, you might eventually consider an Astero or Stratios. But those are both far, far more expensive than a T2 scanning frigate.