Using After Effects to build a screw path in 3d space can be very difficult for a beginner. Now, I've found a very easy way to create this effect using motion sketch and expressions. I have divided it into two parts. In the first part, we will build a circle in the 2d; and in the second, we will adjust the z axis. OK, let's begin:
PART 1
Create a new comp, and create a 50*50 solid as guide.
Now we will use motion sketch. Open it from window -- motion sketch.
Now, let's draw a circle path ... how many circles? It's up to you. Press Start Capture button and then draw circle in the comp window.
You should draw it slowly to make the path smooth.
OK, this is the first part.
PART 2
In this step, we will adjust the z axis. To adjust it, we should create a null layer and use motion sketch again, but before we use it, we should adjust position x to 0, because I want to use an expression to make null x to become guide layer's z axis.
When you finish drawing it, you can open the keyframe and make the middle keyframe a roving keyframe, and put them as long as time line.