In helical experiment devices, the accuracy of their nonplanar coils affects plasma confinement properties significantly, so coil winding accuracy is one of the crucial issues for their construction. An advanced method for helical coil windings in fusion devices was studied. This new method utilizes a geometrical characteristic of the trajectory of the helical coil, which enables us to improve the accuracy of coils, and is thus expected to improve the mechanical, electromagnetic and superconducting properties of the coils. This paper presents the new concept of the winding method and practically shows the results of the R&D for the Large Helical Device (LHD).