Commercial Fixed Wing
Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument; Flight Crew Multiengine
Confusion; Situational Awareness
Deviation - Altitude Excursion From Assigned Altitude; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT
Flight Crew FLC complied w / Automation / Advisory
Human Factors
We were descending into HLN; anticipating on a visual approach for Runway 27. The high scattered layer should have allowed for us to get low enough for the visual. HLN Approach gave us descend to 10;000 [feet]. We were just west of the HLN VOR. We still did not have visual on the runway. Approach then told us that he was not able to vector us for the ILS; due to lack of radar. Sane wanted to descend. The GPWS sounded 'terrain' immediately tho now we are at 10;000 ft. and loaded the RNAV Z 27. We put 10;000 [feet] in at the HLN VOR for the approach; which was significantly lower than if we would continue the approach from cruise altitude. Once we went over the large mountain; the ple autopilot was disengaged and we climbed back up to 10;000 feet. The plane was to descend because it was set up to VTO to the FAP. That then caused us to be unprotected. From there we selected a new VPATH; and no other issues were detected. Observing the approach plate; we should have planned a descent segment by segment to assure to proper terrain clearance. The plane only descending around 150 feet when the GPWS alarmed us; with an immediate climb back to 10;000 feet.  We were right at the lowest altitude to start the approach since we got a descent for the visual approach. We were right at the lowest altitude to start the approach since we got a descent for the visual approach. The correct action would be to follow the approach course altitude segment by segment. Which would have been HLN at 10;000 feet until DULCA then 9;000 feet until FAVTA; then 7;200 feet until BOSCA.
Air carrier First Officer reported receiving a Ground Proximity Warning during initial approach into HLN airport.