Hi Helena,
Good question.
Being helpful is always a physical action. Cleaning the house, giving a ride, watching the children, answering ESL questions for students. ;-)
Being supportive also includes emotional helpfulness. Believing in someone, or thinking of them during a difficult time.
Let's say you are learning to play an instrument. Since I do not understand music, I can't be directly helpful. But I can be supportive by encouraging you to learn and practice.
I hope this helps,
Stephen