I've not yet graduated to Helicon Focus, though I'm open to persuasion at the moment.
I've found already, just using Photoshop's built-in stacking tools that unless you have a very steady hand & can takes fast bursts of multiple images just using a 'breathing' or 'squeeze & lean' technique to shift your plane of focus slightly across the burst, then you're going to have no hope at all.
It's very much going to depend on 'how macro is macro' - for instance capturing a stationary football on a 150mm lens is going to take you maybe two attempts at the 'squeeze & lean' method to get the 2 or 3 raw images you'd need to stack.
If you have a 70mm lens on 68mm of extension tube to capture a 2mm flower bud or a fly etc, you will be about 5-10mm from your subject with a DoF of maybe 0.5mm. At that, your chances of holding still long enough to get a single slice went right out of the window. You are also going to need a whole lot more slices than with your gigantic football & 3m distance to subject.
In fact at those kind of distances & sizes, merely finding your subject in the viewfinder can be quite a task, let alone finding exactly the same bit again for a 2nd attempt.
At that point you need a tripod [& some bright lights so you can choose ISO & aperture without compromising on light] & possibly even a macro focussing rail.
Personally, I'm still undecided on whether I prefer a rail or pulling focus manually, I've been experimenting with both.
Also, at that kind of magnification, merely putting the tripod on carpet rather than concrete floor means you can push the camera further than your entire focus stack with the weight of one finger, so you can't be touching the camera at the time & will need a remote release & mirror-up delay to minimise shake.
Entire Alium head approx 10-12cm diameter 185mm f16 1/40s, 3 layer stack
This could have been done handheld if I'd gone faster than 1/40s, with a squeeze & lean.
Single Alium bud, approx 2mm 50mm F16 1/40s on perhaps 30-40mm extension [sorry, I didn't take notes] 4 layer stack.
I can see no way I could have got this handheld.
pics low-res jpg, shrunk on page - larger if you right click & open image in new tab.