Here is a way to make a simple helical gear in Catia, starting from a spur gear. Just add the rotation angle psi, to match the worm.
Should be easy to do, in MoI. It is not "single enveloping worm gearing," as the gear does not wrap around an arc of the worm in a semi-circular arc curve.

http://gtrebaol.free.fr/doc/catia/helical_gear.html

The site links to how to make a worm, and how to make a spur gear.

It explains the relatively simple math.

For "double enveloping worm gearing," the worm wraps around an arc of the gear, as well. It is much more mathematically complicated.
An example is the "cone drive."

The mp4 does not play for me, with Real Player. VLC did play it. The avi file worked in Real Player.