Theres different types of help, if you make dua to someone [call out to] someone for a glass of water for example, then that's permissible since this persons right infront of you.
However, if you're asking for divine help (i.e. a prayer/dua) to someone who isn't there, or to someone who's passed away. Then you can't do that to anyone besides Allaah. Since it's only Allaah who is the All-Hearing, All Seeing.
It's the way of the ignorant people to pray to others along with Allaah i.e. to stone idols, to graves etc. Infact, at the time of the Prophets of Allaah, their people believed that Allaah created them, sustained them etc. but they felt they weren't pious enough to pray to Allaah so they would say that we'll pray to these idols, or to the graves of these pious people - and (they thought) because they are loved by Allaah, these things will intercede on our behalf to God for us.
But that is in a way associating partners with Allaah in worship because the people started sacrificing for idols, praying to idols, bowing to idols/graves etc. Which all the Prophets of Allaah called against.
If we look in history, we'll see that Prophet Adam was the first man on earth along with his wife. For 10 generations these people followed the true religion of God, pure monotheism and they obeyed God without associating no partners with Him.
As time progresses, the people start lacking in their faith and feel that they need to remember the pious people before them in order to remember God. So what happens? Satan comes to them and says, shall i build you statues of these people so you may remember them?
After a while these people pass away and after a few generations - satan comes to them again and says, why don't you pray to these pious people? Your forefathers did the same, these pious people will pray on your behalf to God. The people agreed, and it went to the extent that they started doing all their acts of worship to the idols/graves instead of Allaah Alone - so they changed the original religion of Prophet Adam. This is why Allaah had to send His first Messenger, Prophet Nuh [Noah] - to bring them back to the original religion of Allaah for mankind.
Tafsir of Surah Nuh - Ibn Kathir.
This is the first occasion in history when shirk (associating partners with Allaah started.)
The problem is, some people say that dua/prayer isn't worship.
The Messenger of Allaah (peace be upon him) said:
Indeed the supplication is the worship.
[Abu Dawud, Ibn Majah, Musnad Ahmad]
Then he recited,
And your Lord said: "Call upon Me, I will answer you. Verily, those who scorn My worship they will surely enter Hell in humiliation!''.
[Qur'an Ghaafir 40:60]
Tafsir Ibn Kathir - Surah Ghaafir.
Now ask anyone who prays to anyone other than their own Creator, and they will say that we know this deity never created the whole universe, but we only serve worship them so they may intercede on our behalf to God.
“And they worship besides Allaah things that harm them not, nor profit them, and they say: ‘These are our intercessors with Allaah’”
“And those who take Awliyaa’ (protectors, helpers, lords, gods) besides Him (say): ‘We worship them only that they may bring us near to Allaah’”
Even the pagan arabs fell into the same error, yet they believed in Allaah.
As Allaah says in the Qur'an:
And if you asked them, "Who created the heavens and the earth?" they would surely say, " Allah ." Say, "Then have you considered what you invoke besides Allah ? If Allah intended me harm, are they removers of His harm; or if He intended me mercy, are they withholders of His mercy?" Say, "Sufficient for me is Allah ; upon Him [alone] rely the [wise] reliers." [Qur'an Zumar 39:38]
So to testify to Laa illaaha illAllaah doesn't just mean that there is no God but Allaah, it means that there is none worthy of worship except
Allaah. And dua'/supplication for divine help is worship. So we should direct it to Allaah Almighty Alone.
And your Lord said: "Call upon Me, I will answer you. Verily, those who scorn My worship they will surely enter Hell in humiliation!''. [Qur'an Ghaafir 40:60]
And Allaah Almighty knows best.