can Sir Kay use his special power to help another player win a fight against Siege Engines?
No, Sir Kay may only add a Fight card at the issue of a combat in which he is present. So while Sir Kay could add a Fight card on the Dragon’s Quest if he is there when that Quest ends, he cannot do so with Siege Engines. Even if he is in Camelot when a Siege Engine is fought, that fight is considered to be an individual one, in the field, and Sir Kay cannot participate in it from Camelot.