The scene for this set is the epic Battle of Helm's Deep (also known as the Battle of the Hornburg.) in the kingdom of Rohan. Helm's Deep protects the southern route into Rohan, the land of the Rohirrim who are horse people.
The remaining fellowship and their allies defend the Helm's Deep fortress against armies of Uruk-hai. They work with King Théoden of Roham and the Rohirrim to protect his people and land from Saruman.
To really do this scene justice you'll need to add on some extra sets including the Uruk-hai Army, it was a huge battle.