Helmwige, Ortlinde and Rossweisse were Wolfkrone knights, serving under Hilde, and participated in the battle against Nightmare's forces that took place before Soulcalibur IV. However, they were defeated and their body possessed by evil. They lost their souls and became inhuman servants of the Soul Edge . Although they're often seen fighting alongside Astaroth, they don't seem to have any specific background ties to him, aside from all joining the same army. In their current state, they seem to be incapable of speech, just making battle cries, using Revenant's voice.
In Astaroth's Story Mode, he encounters her after he defeats Gargantua, Dvergr, Shark, and Picks in the first stage. She accompanies him for two stages, but then she is unable to continue after defeating Ashlotte, and Astaroth carries on ahead.
Helmwige can be easily re-created in create-a-character mode however she does not obtain Revenant's voice along with Ortlinde & Rossweisse (They wear the same equipment like Helmwige expect for different hairstyles and faces.)