The Coven was a group of changeling witches that swore to destroy evil.
After Ros betrayed and killed Lord Titus Harper, they (not knowing about that) took her in to find Bucky, but found the resurrected Harper and rest of the then un-named Ätlän-tã Fælcons, much to her surprise.
A small group of four, including Wren, were sent out to help the Ätlän-tã Fælcons out of a bind in Episode 100 - A Bittersweet Reunion.
The Coven, presumably in its entirety, appeared during The Battle Above the Abyss, along with Ros and a horde of Pegasi, Princess Ivy Bluemoon one of whom became quite important.
Much later, Lex and Wren received a premonition of the death of King Titus Harper, and arrived just minutes after his death, unable to save him. The two then escort the surviving members to the Ätlän-tã Fælcons to Glaine, the Jewel of the East. Lex flies ahead to warn the White Spire of King Harper's death, meets Toby Treacletart, and is imprisoned for asking too many questions. Toby helps her escape, and she and Wren return to the Coven.