No, not stupid. The siege equipment appears as white symbols on the map. I didn't notice them at first either. Build ladders because the sheds won't help get in if you don't burn the gates. The units will climb the ladders and if you can get to the the wall above a gate you will eventually capture it and be able to enter.
The flaming missiles have always bugged me if a building or ship is not the target. I won't use them in a field battle but of course the AI never passes on a chance to "Flame On!".
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