Sheena is one of the guardian of the Michina Town ruins. She is also a decedent of Damos. Ash and his friends first met Sheena at the Michina Lake where she was able to communicate with the Pokemon to stop them from fighting. She was impressed when she wasn't able to stop Giratina that Ash was able to calm it down.
Sheena and Kevin took Ash and his friends on a tour of the Michina Ruins and explained the legend of Damos and Arceus. She showed them the Jewel of Life but at the time she didn't realize that it was a fake. When Arceus arrived to get the Jewel back, he became angry at her for betraying him. Dialga arrived to help protect them and ended up sending her and Ash and his friends into the past.
When Sheena arrived with Ash and his friends from the future, Marcus put Ash and his friends in prison with Damos. He pretended to be the good guy and questioned Sheena about the future. This time when Arceus appeared to get the Jewel back, Marcus gave Sheena the staff that held the Jewel. When she opened it in front of Arceus it was gone.
Kevin seems to be Sheena's boyfriend. When Sheena returned from the past, he quickly went up to her and hugged her, to Brock's disappointment.