There are two kinds of Signal Fires in Rise of the Tomb Raider.
The Signal Fires are neatly stacked piles of wood that were presumably build to call for help in the event of an attack on the city.
A different kind of signal fire can be found in the Endurance Mode Downloadable Content. One of these fires has to be lit to call the helicopter that retrieves Lara from the wilderness where she was looking for Relics. This is the only possibility to end the Endurance Mode successfully - the other possibility of ending it is dying, which equals to failing the mission.