You can do this by tweaking the templates that control the appearance of your Help Center. You'll need to swap in a new line of code to hide the 'Start conversation' link for any users that aren't logged in.
In the 'Header' template, find the following line of code:
<a class="menu__submit sm-max-hide" href="{{ URL }}/conversation/new">{{ phrase('header.menu.startconversation') }}</a>
And replace it with:
{%if current_user is defined %} <a class="menu__submit sm-max-hide" href="{{ URL }}/conversation/new">{{ phrase('header.menu.startconversation') }}</a> {%endif%}
For more details on template customization, please refer the user guide article on customizing the appearance of your Help Center.
Gurpreet Singh