I did a little research, and it turns out the helicopter that Steve is holding on to is a Eurocopter AS350 "Ecureuil" ("Squirrel"), which could have a takeoff weight of as little as 2,270 (not counting the pilot and fuel) or as much as 5,225 pounds (fully loaded high performance B3 variant).
More importantly, the aircraft's takeoff power ranges between 732 and 847 shaft horsepower (depending on the engine), and the diameter of the main rotor is 36.07 feet, meaning, if my calculations are correct, the lift it generates is between 10,000 and 11,000 pounds of thrust...
Rotary area = pi*(rotor diameter/2)^2 = 3210.1996177637161188 square feet
Power loading = (takeoff power)/(rotary area) = 0.2280232032766624694 to 0.2638465207313293874 horsepower per square foot
Thrust loading = 8.6859/(power loading)^0.3107 = 13.7496212954846786530247 to 13.140169091727853994312 pounds per horsepower
Lift = (thrust loading)*(takeoff power) = 10064.7227882947847740140804 to 11129.723220693492333182264 pounds of thrust
Upward force balanced by Cap = (lift) - (takeoff weight) = 4839.7227882947847740140804 to 8859.723220693492333182264 pounds
...which alone makes this makes this at least a 4,800 pound feat for Captain America, perhaps as much as 8,800.
...but he's at an oblique angle. I figure it's about 60 degrees from the vertical/thrust vector, which would make the load feel like 9,600-17,600 pounds! Which would make Cap about a five to eight-and-a-half tonner (pulling through his arms and shoulders, anchored with one hand)!