In this paper we investigate some problems related to the Helly properties of circular-arc graphs, which are defined as intersection graphs of arcs of a fixed circle. As such, circular-arc graphs are among the simplest classes of intersection graphs whose models might not satisfy the Helly property. In particular, some cliques of a circular-arc graph might be Helly in some but not all arc intersection models of the graph. Our first result is an alternative proof of a theorem by Lin and Szwarcfiter which asserts that for every circular-arc graph $G$ either every normalized model of $G$ satisfies the Helly property or no normalized model of $G$ satisfies this property. Further, we study the Helly properties of a single clique of a circular-arc graph $G$. We divide the cliques of $G$ into three types: a clique $C$ of $G$ is always-Helly/always-non-Helly/ambiguous if $C$ is Helly in every/no/(some but not all) normalized model of $G$. We provide a combinatorial description for the cliques of each type, and based on it, we devise a polynomial time algorithm which determines the type of a given clique. Finally, we study the Helly Cliques problem, in which we are given an $n$-vertex circular-arc graph $G$ and some of its cliques $C_1, \ldots, C_k$ and we ask if there is an arc intersection model of $G$ in which all the cliques $C_1, \ldots, C_k$ satisfy the Helly property. We show that: (1) the Helly Cliques problem admits a $2^{O(k\log{k})}n^{O(1)}$-time algorithm (that is, it is FPT when parametrized by the number of cliques given in the input), (2) assuming Exponential Time Hypothesis (ETH), the Helly Cliques problem cannot be solved in time $2^{o(k)}n^{O(1)}$, (3) the Helly Cliques problem admits a polynomial kernel of size $O(k^6)$. All our results use a data structure, called a PQM-tree, which maintains all normalized models of a circular-arc graph $G$.