Although the asteroid Flora appears not to have an atmosphere, both billowing rocket smoke and liquid water are present, indicating air pressure. However, smoke shouldn't billow as shown in the movie when the rockets are used in the airless vacuum space.
There appears to be no air-tight connection between the helmets and the rest of the characters' space suits.
The gravity on the asteroid appears to be the same as on Earth by the way the astronauts are moving and running around on its surface.
When the team is on the asteroid, the overhead studio lights are clearly reflected on the helmets.
The crew that land on Flora are seen drilling holes with the special rigs, but are never seen placing anything into them. The explosive devices are just left on the surface in the containers they are brought in.