Heat the olive oil in a Dutch oven. Add the onion and sauté until very tender but not browned, about 5 minutes. Add garlic, curry powder, cumin and cayenne; cook 1 minute. Add broth, water, tomatoes and lentils. Cover; simmer until lentils are just tender, about 15 minutes.
Stir in salt. Add squash. Simmer until tender, 10 minutes. Add kale; cook until tender, about 10 minutes.
