Marvel Comics first introduced Lilia in "Marvel Premiere" #12 as the protector of the Book of Cagliostro. MCU fans may recognize that name as "Doctor Strange" featured the ancient tome, and Kaecilius (Mads Mikkelsen) used it to gain an audience with Dormammu.
Lilia protected the book, as previous family members had done, but Baron Mordo stole it. She accompanied Doctor Strange to retrieve it but died at the hands of one of Mordo's gargoyles in the same issue she was introduced in. She also appeared in "Mystic Arcana Scarlet Witch" #1 as part of a small coven of witches.
Clearly, there's not much to go off for Lilia's jump to live-action, which means "Agatha: Coven of Chaos" and Patti LuPone have a blank check to make the character their own. It's hilarious how fans found out about the character's inclusion, but it doesn't spoil anything as there's not much to her comic history.