They did not have an annual war against the helots. What they had was an annual declaration of war against the helots, which was made every year when the new council of ephors took office. The five ephors ("overseers") were chosen by lot from all citizens to form the executive branch of the Spartan government and to keep an eye on the actions of Sparta's two kings. When they began their year's tenure, they would ritually re-declare war on the helots, to make it clear to all citizens that they were allowed to harm or kill helots without fear of legal consequence or divine retribution.

Our source for this is Plutarch (2nd century AD), which would normally make the anecdote unreliable, but Plutarch helpfully mentions his source - a lost work of Aristotle (4th century BC). The passage goes like this:

And Aristotle in particular says also that the ephors, as soon as they came into office, made formal declaration of war upon the Helots, in order that there might be no impiety in slaying them.

-- Life of Lykourgos 28.4

The fragment is separately known as Aristotle fr. 538 Rose = fr. 543 Gigon.