If I control a battlefield and have Here to Help hidden, when my opponent plays a unit and if I react with Here to Help to their unit being played or the ability of that unit and play Vex, Apathetic, is it stunned?

No — flashing in Vex, Apathetic with Here to Help won't stun the unit your opponent already played, and nothing stuns your Vex either.

Vex's trigger requires that an opponent play a unit while Vex is already at a battlefield. That condition is checked at the moment the unit is played (Rule 383.4), and it had already passed before Here to Help resolved — Vex doesn't reach back and stun a unit that entered earlier. The "it" in Vex's text is always the unit your opponent plays, so your own Vex never stuns itself.

Playing Here to Help this way is otherwise legal: a hidden card gains [Reaction] while facedown (Rule 811.6), so you can play it in response to their unit's play effect, and the unit you fetch must be played to the battlefield where Here to Help was hidden (Rule 811.1.d.5), at 3 less cost.

The caveat worth knowing: if your opponent has their own Vex, Apathetic at a battlefield when you play yours, then you are the opponent playing a unit, and their Vex will stun your Vex.