In addition to the screen sharing, numerous good tools are already mentioned, make sure you have a copy of the same OS available to you as you help.

Experimenting with other people having to do some of the steps (eg elevated permissions) is extremely tedious and far slower than you doing it on your own and then just telling them the correct answer which just magically works as far they are concerned. This also tends to be less stressful for everybody involved.

For windows and Android, VMs are the right tool as you can get the exact version right. iDevice VMs are possible but not worth it, a physical device is easiest. Fortunately even fairly old hardware runs the on-the-run OS version.

edit: clarity in second sentence