On the scale of vague, your question is pretty high up there. If you have no idea how to even implement a game, perhaps you need to start with a smaller game and build your way up. What sort of fighting game is it? 1-on-1 side-scroller like Mortal Kombat? Or x-v-many like Contra? These require different answers. In the Contra-type game, it could be much simpler, since most enemies' AI would consist entirely of "Walk towards player. If close enough, attack player." You could do fancy things like choosing randomly between moves, like either punching or kicking, based on the relative location of the player. If the game is the Mortal Kombat type, you may want to take a look at MUGEN, which is a program for creating fighting games. While I'm not trying to sell you off SGDK2, it is a tool for the more specific job you are working on, and it may be easier to program AI in a program that's made for it. Even if you don't end up using it, you can see what sort of AI it uses, and you can then code that in SGDK2.
In the end, my suggestion is to just observe fighting games a lot and see what other games do and just try to figure out how they did it.
