"Helping someone through" an emotionally difficult situation like:

• a divorce
• a death in the family
• drug addiction
• being laid off from a job
• depression

...means listening to them, helping them, and being nice to them until the bad situation is over.

You end this expression with a phrase that describes the time period or names the situation:

He helped me through a really difficult time in my life.

She really helped me through the divorce.