Marius's spirituality is a standard Judeo Christian spirituality with Calvinistic emphases. He sees people as fallen, sinful, and in the dark. For Marius (and most of the townspeople), salvation comes from Christ and the light that he provides. John 8:12 summarizes his spiritual roots nicely.
When Jesus spoke again to the people, he said, "I am the light of the world. Whoever follows me will never walk in darkness, but will have the light of life."
Marius's spirituality is grounded in Biblical teachings and worshiping with a body of believers. It's church focused.
Conversely, Helen has fallen away from the church. She hasn't fallen away from the church because of anything that the church did, or because of anything members of the town's congregation did either. She has simply grown apart from her faith. What's interesting to note is how the author links Helen's spiritual battle to light and dark (similar to Christianity). Helen is afraid of a growing darkness within her and around her. To combat it, she seeks way to bring a spiritual light into her life. She does this through her art. She has created a sculpture garden in her yard with all of the creatures facing East toward Mecca. That city makes the reader think Islam, but Mecca means a spiritual journey to Helen, not a religion. East is also the direction from which the sun will rise every morning, so that means her sculptures are all focused on the coming light. Lastly, her artistic "light" tendencies are visible within her home as well. She has created combinations of candles and mirrors throughout her house so that every corner of her home is filled with light. She feels safe in the light and has a spiritual harmony about herself.
For Helen, her spirituality is her ability to creatively find ways to fill her life and home with light. It gives her meaning to express her creativity, and her life feels whole when she is able to create. Her spirituality is not Christ-driven, but self-driven.
For more insight into these characters, check out these interviews with the cast and playwright:
Is Marius in love with Helen? In the book "The road to Mecca."