If I had solved the problem in 3D, I would not have given inlet and outlet for, do we need give for 2D ? 
Also in attached picture, I think reseracher did not give inlet and outlet for ethanol .

If there is no inlet and outlet for the ethanol, where is the energy going? There would be no heat sink. The bath of ethanol would slowly heat up. Are the walls of the ethanol tank cooled? There needs to be a place for the heat to go. Otherwise, the steady answer is just the incoming water temperature.

IN second picture you specfy convection outer heat transfer coeff, which is unknown actually, so cant spacfy this value.  I just know ethanol tempeature is 5° and water inlet temparature is 20°- outlet temp is 7°C. 

On the inside of the helical pipe, I recommended you specify the heat transfer. What is this value? As you mentioned, this is an unknown. But a simple hand-calc can give us an estimate. Look in your heat transfer book or in the literature for a helical specific value. We could easily create a 3D mesh for this body can obtain it through CFD computation. (This is the iterative approach I mentioned.)

Another question is, still cold not understand  how to cinnect these circles in 2D ? How or what kind of boundry conditions do I need to give these circles. Even how software will understand these are contuniues circles and water passing through them. 

In the modeling approach I mentioned, I would not even model the water side. If you were to model the water side, you would likely need to create a UDF that would couple the faces together. And then you would have to develop an approximation for the heat lost as it flows in the "pie slices" you are not modeling. Given the added complexity and uncertainty, I personally would avoid it. Can it be done? Yeah, sure. But why? I promise with minimal temperature change, the iterative approach I mentioned would converge in one step.

From Rob: Question to both, can you assume a linear relationship with position? Ie does the temperature increase linearly between passes, and is the temperature variation over a single pass permissible?  

This is why I recommend the iterative approach. For a first "guess" it is good.