A method is described of manufacturing a set of heat exchange cells (1a-1d) having a thermal power falling within a predetermined range of minimum and maximum values, each heat exchange cell (1a-1d) comprising at least one heat exchanger (2) mounted in a respective containment casing (5), wherein the method comprises the steps of: a) providing a single containment casing (5) of a plurality of heat exchange cells (1a-1d) of the set, the casing (5) having a constant axial extension as the thermal power of the cell (1a-1d) varies within the range of thermal power values and equal to the axial extension of the cell having the minimum thermal power within the range of thermal power values; b) providing a plurality of helically-shaped heat exchangers (2) each having a thermal power falling within said range of minimum and maximum values and each comprising at least one tubular duct (3) for the flow of a first heat transfer fluid coiled about a longitudinal axis (X-X) of the helix according to a plurality of coils; c) mounting within said single containment casing (5) at least one helically-shaped heat exchanger (2) of the plurality of heat exchangers (2) of the set; wherein the plurality of heat exchangers (2) of the set has an internal diameter that is substantially constant as the thermal power of the heat exchanger (2) varies within the range of thermal power values; and wherein the tubular duct (3) of the heat exchanger (2) has a radial extension of the coils proportional to the thermal power of the heat exchanger (2) and such to maintain substantially constant the axial extension of the heat exchanger (2) as its thermal power varies and equal to the axial extension of the heat exchanger (2) having the minimum thermal power within the range of thermal power values of the set.