Given her sword description, she used to be a general, but during a battle, she gave a wrong order, leading to huge losses on her side. That is when she decided to get into the battle herself, and though she survived and killed a great many demons, the battle was lost overall. After the battle, because she did not act as she should, she was cast out of her plane and stripped of her rank by Torm, her patron Deity.
Due to the fact that The Winged is only immune to +2 weapons and below, you can harm her using easily purchasable +3 weapons in such as Firetooth (dagger), reward +3 weapons like Blackrazor, or simple casts of Enchanted Weapon spell on other lower enchantment damage sources (low level summons, missile weapons)
She's not immune to Vorpal Hit (Kill target) effects from Axe of the Unyielding, Ravager, or Silver Sword