In this thread, http://www.straightdope.com/classics/a3_277.html, Cecil answers how helium is captured. But, my daughter asks: How was helium discovered?
No. Spectral lines are wonderful for those who dabble in theory. It proves you found the signature of something we couldn’t previously identify. But, in a practical sense…
Let me be more explicit. How was helium discovered on earth? How did they identify a sample of the stuff?
Bouns: How could one find its spectral properties when He does not burn? What experiment would yield a baseline spectral signature of He against which to compare? - Jinx
http://acswebcontent.acs.org/landmarks/landmarks/helium/helium.html There are about six pages detailing the discovery.
Stop doing his research for him. 
I think I’m right in saying that it isn’t necessary to burn an element to observe this, only to heat it until incandescent
I’ll simply add to what Cecil said that the amount of natural radioactivity, while very rarely concentrated to one particular rock, formation, etc., to a degree of any concern, is in the aggregate pretty enormous. As a non-helium example, the 1% of argon in the atmosphere is almost totally the result of the less likely of two breakdowns of potassium-40, one of three isotopes of potassium occurring naturally.
Alpha particles, which are actually He nuclei, or He ions with a +4 charge, depending on how you want to look at it, are a product of the majority of radioactive breakdown sequences. And unless they impact something with enough force to cause a nuclear reaction while still loaded with energy and travelling fast (a relatively rare result), they settle down to a long life as helium atoms. If any of the elements in a given rock have alpha-decaying radioactive isotopes, it will be a steady if likely slow producer of helium – and if far enough underground, the helium will be trapped in pockets similarly to, and often mixed with, natural gas.
+2 charge. Alpha particles and (normal) HE nuclei are 2 protons, 2 neutrons – atomic weight 4, charge +2.