Here is a choice. All of them would work, I think. Chose which one you like best
His grandmother had made him a sweater to help him protect himself from the cold weather.
His Grandmother had made him a sweater so he could pretect himself from the cold weather.
His grandmother had made a sweater for him to protect himself ...
HIs grandmother had made him a sweater as a preotection against the cold weather.
(though I'd prefer one of the first three myself)