The sentence that contains a helping verb is the last one,<em><u> "We should stop and ask for directions"</u></em>
Explanation: Helping verbs are useful because they help the main verb in a sentence to have an extended meaning. These verbs are used to form sentences with complicated tenses such as the progressives and the perfect tenses. They are needed to create the structure of a sentence.
Some helping verbs are: were, been, has, had, did, do, does, should, can, could, may, among many others.