|In My Time of Need|
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Upon entering Whiterun for the first time you will overhear a couple of Alik'r Warriors talking to the Whiterun Guards about locating a Redguard woman. It turns out that they have been barred from entering the city, and one of them even has been to jail. Speak to them and they will request your help.
It is also possible to encounter Alik'r warriors harassing any number of Redguard women throughout Skyrim.
Find the Redguard Woman
Talk to her, bringing up the Alik'r Warriors, she will take you upstairs to a private room. With dagger drawn she will ask you what you want with her. She will then tell you she is in hiding, scared for her life. She once was a Nobel of Hammerfell but had protested the government publicly and after an attempt on her life by the Third Aldmeri Dominion she fled to Whiterun. She will ask you to help save her by killing the Alik'r leader Kematu.
There is an alternative ending to this quest line you must choose between siding with Saadia or the Alik'r Warriors.
Saadia will tell you the best way to find the Alik'r cave will be from talking to the jailed Alik'r Warrior in the Dragonsreach Dungeon.
Find the Alik'r Prisoner
In the Dragonsreach Dungeon find the Alik'r Prisoner in one of the cells. Stand as close to the jail bars as possible so you can talk to him. Then make a deal to break him out. Talk to one of the Whiterun Guards to pay him off (100 ). Go back and talk to the prisoner again and he will tell you the Alik'r base of operations is out of Swindler's Den which is just west of Whiterun.
Swindler's Den is guarded by bandits, find your way through to an underground tunnel system and eventually a waterfall, behind the waterfall is Kematu's headquarters protected by several Alik'r Warriors. When close, Kematu will start a dialogue with you and explain that Saadia is a traitor and is wanted for betraying Hammerfell for the Aldmeri Dominion. To side with Saadia you must kill Kematu. Or continue to talk to Kematu to side with the Alik'r Warriors.
A reward can be received from Saadia back at The Bannered Mare in Whiterun.
Help the Alik'r Warriors
Talk to Kematu and agree to bring Saadia to justice. He will ask you to lure her out in the open.
Bring Saadia to the Stables
Go back to The Bannered Mare in Whiterun and talk to Saadia. Lie to her, tell her that you failed and where unable to defeat the Alik'r Warriors and that you have a horse waiting for her at the stables so she can flee. Escort her out to the stables and meet Kematu who casts a spell immobilizing Saadia, talk to Kematu to receive your reward.