If you have a look to this page, you will notice that, for integer values of $n$, $\tan(nx)$ write as the ratio of two polynomials in $\tan(x)$ the degree of numerator being $(n-1)$ if $n$ is even and $n$ if $n$ is odd; the opposite happens for the degree of denominator.
This means that, for integer values of $n$, equation $$\tan(nx)=k\tan(x)$$ reduces to a polynomial of degree $(n+1)$ if $n$ is even and of degree $n$ if $n$ is odd. I suppose that you already see the problem (the periodity of $\tan(x)$ being the source of many other difficulties).
So, even for integer values of $n$, I do not think that there is any hope to have any closed form solution and only numerical methods would be able to solve the equation for given $n,k$ and a range.
For sure, if the solution you are looking for is small, expansions could provide quite good estimates for $$f(x)=\tan(nx)-k\tan(x)$$ Taylor expansion would give $$f(x)=(n-k)x+\frac{1}{3} \left(n^3-k\right)x^3+\frac{2}{15}
\left(n^5-k\right)x^5+\frac{17}{315} \left(n^7-k\right)x^7 +O\left(x^8\right)$$ which is basically a cubic polynomial is $x^2$.
If you consider numerical methods, I would suggest that you remove the discontinuities induced by the tangent and consider instead the equation $$g(x)=\sin(nx)\cos(x)-k\cos(nx)\sin(x)$$ whic is much better conditioned.