If you have selected Keep processed variants in the Helicon Focus dialog box, Capture One is saving all the processed variants that are used for the focus stack. These will be placed in the capture folder.
This can be advantageous if you want to process the files through Helicon Focus again without having to develop all the raw files again, which can be a time-consuming task in case there are lots of images.
In order to run the variants through Helicon Focus again, you should use the Open With option in the menu. Select all the variants, then go to the menu and select Open With -> Helicon Focus.
This will bring those images directly to Helicon Focus so that you can redo your processing in there in the exact same way as in the original Edit With workflow.