A flying vehicle using a vertically(as opposed to horizontally) orientated Helical Blade - or propellor. That is - it acts in a vertical plane to maintain the height of the vehical. It is this that allows helicopters to move in a very different way from a jet based plane. A jet, or forward based prop plane is not usually able to hover, or affect a vertical take of and landing (VTOL), with a few notable exceptions.
A helicopters rotor is a very specialist propellor, in that each blade can be individually orientated, so that the whole device can be tilted by the action of the propellor. This is achieved via a gimbal driving a swash plate. A swash plate is a fairly complicate bit of engineering.
Helicopters rarely have real wings, although the rotor blades themselves perform this function, however, they do have appendages that look like wings to mount instruments and devices on.
The first Helicoptor was designed by Leonardo Da Vinci, although it was never built. It was pedal powered.
The smallest helicopter is a robotic one small enough to fit in the palm of your hand.
Swash plate image sourced from Wikipedia http://en.wikipedia.org/wiki/Swash_plate
Time to build your own robot! Using a Raspberry Pi with parts and some time, you can use my book to learn how to make and program a robot with automatic behaviours.