The Europa Helm quest will get you the helmet for your Europa armor, and will be given to you by Variks after you play through some of his specific missions when you finish the Beyond Light campaign.
You will need to track down three different stasis chests, one in Nexus, and two in the Well of Infinitude. Just like the other quests, you will need to make it to the chest locations, then interact with them to open them, getting you an armor plate for your new gear.
Nexus Stasis Chest
For this chest, make your way to the entrance of the Nexus. You can find it in the Asterion Abyss. Head down into the tunnel, all the way to the end, and you will come to large underground area filled with Vex. Turn left, across the platforms, and then head straight through all the tunnels. You will eventually come to the chest in the third main chamber. It can take a while to get there, and the chest is out in the open so is easy to see.
Well of Infinitude Stasis Chests
For the Well of Infintude, the starting point is the same, just inside the main entrance where you went left for the Nexus, go right to get to the Well on Inifnitude instead. One of the chests can be found just after you head through th icy area and arrive in some tunnels that are a little bit hotter, more bare metal on display. The second chest is all the way at the end, in the area where you had your first boss fight during the campaign.