First of all, I'd recommend you to write more specific regex: To match /sig/28755155.png, I'd do:
RewriteRule ^/sig/([0-9]+\.(?:gif|png|jpg))$ index.php?aid=$1 [NC,L]
Bear in mind that your regex ^(.)sig/(.).(.*)$ could match paths like /somesig/foo/bar/123.png
Aswering to your question:
- YES, you can put this rules in a htaccess file of your sig folder
- YES the rules in htaccess in sig folder are computed for any subfolder (ej: /sig/foo/bar)
Hope this helps