Siege machines are one of the enemy types you will face, the other three are Greenskins, Other and Undeads. These are weapons built to help siege a castle and can magically control themselves without any other units operating them.
There are currently only two types of siege machines, Catapults and Battle Wagons.
They will fire large rocks at your castle wall and at your keep, they can deal massive damage if left alone and should be destroyed quickly.
Large towering Wagons that have very high health, and can block ranged attacks and restrict your sight. Enemey Units behind the wagon are completely immune to ranged attacks, so they should be taken out quickly!