I think my helper has been sneaking out in the daytime while we are away at work. However I cannot confirm as I do not have a CCTV at home. What should I do?

I think you should ask her first if she has been going out, and just let her know that a neighbour saw her sneaking out. If she confesses, then you'll know. If she denies it, you could come home early one day and see for yourself if she's around.