Christians believe in the Holy Spirit. They believe that the Holy Spirit is the third hypostasis of the Trinity, and is thus 100% God. What Christians called the "New Testament" talks about the Holy Spirit a lot, and it was composed in a Jewish cultural context, which indicates that there was a general understanding of the Holy Spirit among Jews of the day.
How do Jews understand the concept of the Holy Spirit? I would predict that you don't believe he is God because you don't believe that God has a Triune nature. Perhaps you don't even believe the Holy Spirit is a person, and therefore it is inappropriate to refer to it as "he"?
I'm sure there are some references to the Holy Spirit in the Hebrew scriptures, but right now the only one that comes to mind is in the beginning of Genesis/Bereshit:
NJPS Genesis 1:1-2 In the beginning God created the heaven and the earth. Now the earth was unformed and void, and darkness was upon the face of the deep; and the spirit of God hovered over the face of the waters.