For minor, the key signature gives you the relative minor form only (Aeolian). There is no specific key signature for harmonic or melodic minor, you have to use your ear to see if either of them apply, or if you have the music look for the dominant five chord.
For blues the key signature tells you what major scale the 1 4 5 progression is based off of.
I think what your asking is how to apply blues scales over major progressions ? To do this & stay in key play a blues scale a minor 3rd down (3 frets) from the major key. You can also, in most circumstances, play a blues scale off the root of the major key for a bluesy sound. Good Luck
