There are already good answers, but in the hope of supplementing them:
To define a mapping from a set $S$ to a set $S^{*}$, we have to "specify," for each $s$ in $S$, a unique $s^{*}$ in $S^{*}$. I put "specify" in quotes because in practice there are potentially multiple meanings, such as
- Parametrizing elements of $S$ and $S^{*}$ by ordered tuples of real numbers, i.e., introducing coordinates, and giving algebraic formulas for the coordinates of $s^{*} = f(s)$ in terms of the coordinates of $s$;
- Describing the geometric location of $s^{*}$ in terms of the geometric location of $s$, perhaps together with additional information such as the affine structure of Euclidean three-space;
- Proving an existence and uniqueness result for $s^{*}$ if $s$ is given.
Loosely, these are the perspectives of algebra, geometry, and analysis. As a preliminary example, consider stereographic projection from the unit sphere with $N = (0, 0, 1)$ removed ($S$) to the Cartesian plane ($S^{*}$).
- Algebraically, send the point $(x, y, z)$ to $(x, y)/(1 - z)$.
- Geometrically, let $s = (x, y, z) \neq N$ be a point of the unit sphere. Since $z < 1$, the ray from $N$ through $s$ cuts the equatorial plane in a unique point $s^{*}$.
- Existentially (with a bit of stretching, since the mapping is not entirely implicit), let $P$ be an arbitrary plane through the origin and not containing $N = (0, 0, 1)$. Every ray from $N$ in the half-space defined by $P$ hits $P$ precisely once, so defines a mapping from a certain half-space to the plane $P$. Since each sphere containing $N$ is contained in the half-space determined by its equatorial plane, there is a mapping from the punctured unit sphere to its equatorial plane.
The (locally-defined) catenoid-to-helicoid mapping in question is given algebraically. To do so, the author (do Carmo?) chose to parametrize each surface. Guiding this choice was knowledge that the catenoid and helicoid fit into a one-parameter family of locally-isometric immersed minimal surfaces
\begin{align*}
X_{t}(\theta, v) &= \cos t(\cosh v\cos\theta, \cosh v\sin\theta, v) \\
&+\sin t(-\sinh v\sin\theta, \sinh v\cos\theta, \theta).
\end{align*}
By picking two members of this family, the author arguably started with an example (the catenoid and helicoid) in search of a phenomenon to illustrate (mappings between surfaces, local isometry).

The same mapping could have been described geometrically, but perhaps with less clarity:
The catenoid is obtained by sweeping a profile curve, here a certain catenary, about an axis in Euclidean three-space. The "minima" of the profile curves comprise a central circle of smallest (Euclidean spatial) radius. Every point of the catenoid is uniquely determined by a point $\theta$ on the central circle and a point $v$ on the profile through $\theta$.
The helicoid is obtained by sweeping a ruling line along an axis line while rotating the ruling at constant angular speed (in radians per unit distance) about the axis. Every point of the helicoid is uniquely determined by a point $\theta^{*}$ on the axis and a point $v^{*}$ on the ruling through $v^{*}$.
We could choose to measure $\theta$, $v$, $\theta^{*}$, and $v^{*}$ by arc length on the respective surfaces. Whether or no, the (local) mapping from the catenoid to the helicoid fixes an arc of the central circle, picks a point of this arc and maps it to a selected point of the helicoid's axis, and then unwraps the central circle arc to the axis, while simultaneously unwrapping each profile catenary to the corresponding ruling line. (Caution: While the $\theta$s measure arclength along the "central" curves in the mapping written above, the $v$s do not; instead, $\operatorname{asinh} v$ is an arclength parameter.)
Finally, we could trust the visual evidence of the animation loop above, or fashion a catenoid from paper or other flexible, inelastic material, and bend it into a helicoid. Paraphrasing Bhaskara, behold!
In any case, defining a mapping entails making a deterministic choice for each element of some set. How we describe such a choice correlates with what understanding we glean, and what tools can be wielded. Whether or not a mapping description is direct arguably is a matter of our own intuition rather than a mathematical property.