She first appears in The Sandman during the The Doll's House arc. Her first appearance was issue # 13 - The Doll's House Part 4: Men of Good Fortune.
She was the daughter of Lord and Lady Constantine, orphaned at a young age when her parents were hanged for treason. Stripped of her title, she was forced to live in poverty. Her luck turned in 1785 when King George III asked her to retrieve Pandora's Box. If she succeeded, her title would be reinstated and she would gain an estate. With success, her noble title was reinstated, and she inherited Blackwood Manor, which she renamed "Fawny Rig."

Rescuing Orpheus
Trivia
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Fawney Rig, which was what Johanna named her estate, was contemporary slang for a common fraud, as described in the Dictionary of Crime: A confidence man would drop a Lady’s purse containing a cheap ring and wait for someone to spot it. He would then pretend to notice at the same time and claim half the loot for sharing in the discovery. The confidence man or an accomplice would appraise the ring at three or four times its real value, and offer the dupe his half of the find for about double its actual value.The key-word is the cant, fawney, meaning a finger-ring, a word brought to England by the Irish, synonymous Irish fáinne.