It's the conditional type 3. If I had known you were going to the party, I would have gone too (but I did not know and so I did not go). My father should have helped me with my school fees, but he did not. Remember these structures.

You use a past modal, "have", and a past participle. You could have helped me! She should have paid for herself. They would have come (if we had invited them). ...and so on.