Helium is not present in large enough quantities to distill out of the air- not unless you invent free cryogenic refrigeration. If you had that, forget about generating electricity with wind power, we've got free air conditioning!
Helium is only generated from nuclear isotope decay inside the earth. It is present in a small amount in all natural gas, however, despite its value there are only a few fields in the world with a great enough concentration to capture. The natural gas fields around Amarillo, Tx has been the primary source of helium, around 7%, for the entire world since 1925, but it's fast running out. There are only a limited number of other sources in the world and when they're gone, they're gone, and being an element there's no way to make more out of something else. Not unless you're going to use a nuclear reaction and that's way too slow.