'to help' is a verb that can be used transitively and intransitively.
An example of transitive use would be: A helped B do C.
An example of intransitive use would be: D helped.
Let's look at your examples in this light:
This concept helps understand the problem.
This concept helps to understand the problem.
The sense of both of these is a transitive use of 'helps' (The concept helps [someone] (to) understand the problem), but the object ([someone]) is missing, so the verb appears to be intransitive, which goes against the sense.
This concept helps understanding the problem.
This concept helps in understanding the problem.
The sense of both of these is an intransitive use of 'helps'. Here 'understanding', as a gerund, means 'the act of understanding'. You need the preposition 'in' to convey the relationship grammatically.
'this concept helps in understanding the problem'
is the correct construction to use.