"He did us a favor."
Translation:On zrobił nam przysługę.
That's actually the right verb to use with "doing sb a favor". Rarely used aside from it, so there's not much point wondering about the exact meaning, it seems enough to just remember the idiomatic expression.
Added "Zrobił nam przysługę" without the pronoun. But I don't like usage of "zrobić" here at all. I guess it's correct, but sounds wrong to my ear.