The sentence you wrote is almost correct but sounds a little bit better if we add 'that' to connect the ideas. The improved sentence is:
Fluffy goose down helps that make down jackets warm.
Oops, that doesn't sound quite right either! Let's think carefully.
The correct sentence is actually:
Fluffy goose down helps to make down jackets warm.
This means that fluffy goose down is the reason why down jackets are warm.
So, the right sentence is: Fluffy goose down helps to make down jackets warm.