I think my helper has been sneaking out in the daytime while we are away at work. However I cannot confirm as I do not have a CCTV at home. What should I do?

Talk to her first. Maybe there's a valid explanation for her sneaking out: some pressing family or personal errand. Benefit of the doubt. If this persists, call the house during the day then if she doesn't answer, ask her where she was once you get home. If you feel like she's being dishonest, tell her. Then, give her time to correct her behavior.

I think you should ask her first if she has been going out, and just let her know that a neighbour saw her sneaking out. If she confesses, then you'll know. If she denies it, you could come home early one day and see for yourself if she's around.

I think you should try calling home periodically through out the day and see if she answers the phone. If she is sneaking out she won't be at home to answer it in the first place. Try to confront her about it if she doesn't answer the phone.

You can trick her by going home early one day, or randomly calling home for some work or you can ask your neighbors to keep an eye on her.

How about go home early one day to do spot check?