Kefir calls the helicopter a status symbol. There are two ways to get one.
Buy one
You can only buy a helicopter if your base is in the central district. Start by finding a plot there (see renting a plot).
Find one
With some luck, you can also find a helicopter in loot.
Keep it in perspective
Bases are cleared by the weekly Federal Raid, so a central-district base is a weekly goal rather than a permanent one.
Related: own and upgrade a car, free rental cars.
