Two helium atoms have four electrons between them…

Atomic orbitals of two atoms combine into the same number of molecular orbitals: bonding ones, lower in energy, and antibonding ones (starred), higher in energy. They must have similar energies and the same symmetry. Up to $\text{N}_2$ the order is $\sigma 1s$, $\sigma^* 1s$, $\sigma 2s$, $\sigma^* 2s$, $\pi 2p$, $\sigma 2p$, $\pi^* 2p$, $\sigma^* 2p$; for $\text{O}_2$ and $\text{F}_2$, $\sigma 2p$ comes before $\pi 2p$. Electrons fill them by the Aufbau, Pauli and Hund rules.