Do helicopters try to take off and land into the wind?
In general, helicopters require less power while flying forward (or backwards) compared to hover as translational lift (of Effective Translational Lift, ETL) is produced. Even though the blades are providing lift by rotation, the airspeed experienced by the blades is different if wind is present. For example, if there is headwind $v$, the advancing blades will have an airspeed of $r \omega + v$, while the retreating blade will have an airspeed of $r \omega - v$. As lift is proportional to square of airspeed, the implications are obvious.

For this reason, it is preferable to take off into the wind, rather than take off vertically.



Note that the power required is same for headwind or tailwind. However, tailwind landing (or takeoff) has some disadvantages from stability and power management point of view that is it generally discouraged, like:


In case of landing in tail wind, it is very difficult to abort landing and re-gain forward airspeed. Moving from negative speed to forward speed initially decreases the air speed the main rotor experiences, and the Power Curve shows an initial increase in Power Required. As the helicopter accelerates from negative (ground) speed, the main rotor system loses translational lift before it goes through zero airspeed. As a result, the power required increases, which requires increased pedal application and tail rotor power, precisely when the power requirement is high.
If there is a power failure, the chances of safe landing is reduced.
There is more risk of running out of directional control. In case there is a tailwind, the helicopter vertical tail (and fuselage) may align try to align with the wind, resulting in uncommanded yaw. If not corrected with proper pedal input, this may lead to loss of control.
In case of landing, the possibility of brownout or whiteout conditions is more in case of tailwind.