Mary was a member of the coven by the time Victoria, and later Noela, joined them. Hilda changed her out of pity for her hard life.
They lived happy lives together until the Volturi came to "punish" them for drawing too much attention from the human society. The leader of the coven, Hilda, was executed first. Heidi switched to the Volturi's side, under the influence of Chelsea's power. The other four vampires tried to escape, but only Victoria survived.
Her existence was only mentioned in The Twilight Saga: The Official Illustrated Guide.