Nika is an "imaginery" god, no existing person. Someone the folks of Skypia are believing in.
So King, someone from a skypian race, is believing in it and told the story of this god to the prisoners of Impel Down, while he was a guard in Impel down.
He was there as a kind of "double agent", without his clothing and armor in Kaidos crew and at the same time in Impel down recruiting prisoners to Kaidos crew. He also freed Kaido when Kaido was imprisoned again several times. Thats why they said nobody ever before was able to run from Impel Down, cause King opened the doors for Kaido.
King is still believing in Nika, his whole lifegoal is based on Nika. So he wants to help Kaido become the strongest and mightiest creature in the world, to give him the biggest imaginable victory (becoming pirate king and even further), to finaly sacrifice Kaido to Nika (which goes well with Kaidos deathwish).
With that King hopes to bring wealth and strenght to Skypia, to recreate this proud and strong race/society.