She is "The Rose Bride" that grants the Sword of Dios to whomever wins in a Rose Duel for her.
This mysterious shy and submissive girl is the Rose Bride who is forced to obey the desires of whomever wins her in the Rose Duels. With Utena winning Anthy from Saionji, Utena tries to protect Anthy from the members of the Student Council who desire Utena for their own individual desires to bring Revolution to the world. Anthy's body houses the Sword of Dios which her champion wields in battle with a challenger.
Anthy debuted in the first episode of Revolutionary Girl Utena (The Rose Bride) as a main character and holds the same position in the manga version that was created by Be PaPas and Chiho Saito.
Revolutionary Girl Utena: Adolescence Apocalypse
A alternate retelling of the Utena anime.