Or do you have to socket them, and certain ones are able to have 2 sockets?

Yes you can find them

can certain helms be socketed and end up having 2 sockets? Or do you have to find 2 socketed helms?

Some can be socketed and end up having 2 sockets. Google diablo 2 sockets for the list with ilvls

http://classic.battle.net/diablo2exp/items/normal/helms.shtml

http://classic.battle.net/diablo2exp/items/exceptional/helms.shtml

http://classic.battle.net/diablo2exp/items/elite/helms.shtml

Depends on what you want. Certain helmets you cannot find from monsters (normal) or in areas (nm and hell), so that they cannot get 1 socket, but probably all helmets can be found so that they can get 2 sockets.

Here is a list of all items and what item level they get from which monster dropped by (normal) or which area (nm and hell). So you must know where you find it, then check the monster level (normal) or area level (nm and hell) in order to know how many sockets the item will get.

https://diablo2.diablowiki.net/Sockets#Normal_Items


Monster levels:

http://classic.battle.net/diablo2exp/monsters/


Area level:

https://diablo2.diablowiki.net/Area_Level