Siegward is a knight of Catarina. You first meet him in the Undead Settlement. He’ll come up a lift as you prepare to finish the region and leave for the Road of Sacrifices. Talk to Siegward a few times to finish his dialogue there.

He’ll move to a balcony slightly higher along that same lift. Roll off of the lift when it’s on its way up, and talk to him more to find out what he’s going there. He wants to stop the arrows that are coming from that tower. If you befriend the Giant up top, this will succeed.

Either way, Siegward will join you as an ally in battle if you descend from his balcony and go toward the town that’s close by. There is a powerful Demon there that can (and should) be killed. Help Siegward in that fight and then talk with him a few times afterward. You get his Siegbrau as a reward, and he’ll teach you Toast and Sleep gestures too.

Siegward is next found in a bind in the Cathedral of the Deep. Trapped down a well just outside the Cleansing Shrine bonfire chapel, you need to recover his full Catarina armor from Patches and give it to him there. Do so and he’ll teach you the Rejoice gesture and venture on to Irithyll Valley.

Meeting Siegward in Irithyll Valley is rewarding, as he grants you the Emit Force miracle, another gesture, and, should you send Greirat to pillage Irithyll while Siegward is present, he automatically saves the little thief from death. You can find him resting by the pot of Estus Soup in the kitchen just above the sewers.

Finally, in Irithyll Dungeon, you find Siegward in another bind. He’s been captured and locked in a cell. Find the Key to unlock and release him. This is well rewarded, because Siegward gives you a Titanite Slab for your efforts! If you help Siegward through all of that, he’ll be able to return the favor when you go against Yhorm the Giant at the end of the Profaned Capital. After the battle, you can return to Yhorm’s room and retrieve the full Catarina Armor set from Siegward, as well as a second Storm Ruler sword, and his shield.