You can display a 3D object and rotate. However you need to build the object. So you need to formula of a helix, which is rather simple, it is a circle in (x,y) and the coordinate z proportional to the angle. However if you want to display in wireframe, you would need to override the rendering and draw the lines using the projected 2D coordinates.
To see a sample of 3D rendering, I suggest you look at /test/bgratutorial3D folder (in repository or in zip file).
To override the rendering, look for example in ex1.pas. You can override Render or RenderGL (if you want to use OpenGL rendering but that's probably not great because lines are not antialiased).
After calling inherited Render, the vertices will have their coordinates computed so you can use them to draw lines.
In the Create method of the scene, you can see how the 3D object is created. The vertices are of type IBGRAVertex3D. They have a property called ProjectedCoord which contains their 2D coordinates.