Helical magnetic structures and its responses to external magnetic fields in Yb(Ni$_x$Cu$_{1-x}$)$_3$Al$_9$, with a chiral crystal structure of the space group $R32$, have been investigated by resonant X-ray diffraction. It is shown that the crystal chirality is reflected to the helicity of the magnetic structure by a one to one relationship, indicating that there exists an antisymmetric exchange interaction mediated via the conduction electrons. When a magnetic field is applied perpendicular to the helical axis ($c$ axis), the second harmonic peak of $(0, 0, 2q)$ develops with increasing the field. The third harmonic peak of $(0, 0, 3q)$ has also been observed for the $x$=0.06 sample. This result provides a strong evidence for the formation of a chiral magnetic soliton lattice state, a periodic array of the chiral twist of spins, which has been suggested by the characteristic magnetization curve. The helical ordering of magnetic octupole moments, accompanying with the magnetic dipole order, has also been detected.