Helical multi-wire cables are widely used in bridge construction and can be degraded due to corrosion and fatigue. To reveal defects inside cable structures, elastic guided waves are of interest owing to their ability to propagate over long distances. In practice, cables are often buried into a solid matrix and can be considered as open waveguides. Waves can be leaky and strongly attenuate along the guide axis, which reduces the propagating distance. Maximizing this distance is necessary for non-destructive testing. The goal of this work is to propose a numerical method for computing modes in embedded helical structures, combining the so-called semi-analytical finite element (SAFE) method and a radial perfectly matched layer (PML) technique.