Helium belongs to the family of elements called the noble gases. These gases do not typically interact with any other atoms because they are already in their most stable form. Noble gases are the most chemically inert elements of the periodic table.
The other elements belonging to the noble gas family are neon, argon, krypton, xenon and radon. Helium, like the other noble gases, has a full complement of electrons in its outermost energy level. Helium only has one energy level, which can accommodate only two electrons; therefore, helium's two electrons fill this energy level.
According to the octet rule, atoms want to fill up their outermost energy levels, usually with eight electrons, by forming compounds with other atoms. The members of the noble gas family do not need to form compounds with any other elements because they already have a stable configuration with a full outer energy level.