Does it help my team's gym if I train there, but lose?

You actually have to beat atleast 1 pokemon in the gym to get some prestige. If you can't beat any of them then you won't get any prestige at that gym.

I just checked this out tonight. I lost several battles to much stronger Pokemon at a friendly gym. There was no change in point value for any of my Pokemon or trainer and no change in prestige for the gym.

The only value might be to get some idea of how to battle and to learn something about which Pokemon might be most effective against another type of Pokemon. You can get feedback during the battle of very effective or not very effective although the battle will be very short against a much stronger opponent.