She's the decendant of a clan whose job is to guard the Choukijin.
She was captured by Baron Jabez Grims, and was questioned about the Choukijin that resided there. She was soon saved by Ryuuma Tougou, and ends up piloting the Choukijin Koouki, and later Koryuou once it combines with Ryuouki.
Her bloodline has had its telekinetic powers passed down for generations, though it eventually got rather weak.
Wen Li and Ryuuma's granddaughter is named Fei Li.