Frei first appears in chapter 1. She is the Goddess Freya's younger sister.
Frei welcomes Lenneth at the gates of Valhalla. She appears to be an adolescent, cheerful and friendly. She refers to Lenneth as "Big Sister" as she looks up to Lenneth and views her more of a friend than a tool of the Gods (as Odin or Freya may).
After the first chapter Frei does not appear again until the end of the manga, in chapter 11 when Loki is leading the assault on Asgard. Frei directs Belenus and Lawfer to attack Loki, who easily dispatches them. When Loki confronts Frei again she unleashes a grand assault, but when the smoke clears Loki, unscathed, kills her.
At the end of the manga when Lenneth Valkyrie renews Midgard and Asgard with her powers of Creation it is assumed that Frei is revived as well.
Frei originated in Valkyrie Profile (Playstation) and does not appear anywhere else.