I have never seen them in-the-flesh, but I assumed for coil spring, drilled lengthwise and then the helix milled with an endmill.
You do not ask, but I do not like the idea. Metals are not isotropic, they have a "grain", like wood, created when they are rolled or drawn. A spring made from wire has the grain all within the wire. Imagine a helix carved out of wood: the grain will be wrong, and it will be very weak.
The "grain' of good quality metals is not as pronounced as in wood, indeed there are steels made especially to be uniform, isotropic, and free of non-metallic inclusions (VAR steels, Lukens "Fineline", powdered steels), but these are expensive. The "machined spring" people claim fewer parts...I see one very special, very expensive part, with no opportunity to replace just the spring if i want it a little softer or harder or if it breaks before the associated guides or spacers, washers, and clevises do..
