She is the evil and sadistic lady friend of one of the movie's main villains.
Her main scene appears towards the end of the movie, where her and the villain are enjoying watching a man get tortured in front of them with a whip. She says that the torture is getting her excited and she wants more, so the villain passes over a pistol to her and tells her to enjoy using it.
Mary stands up with a face of sadistic enthusiasm and slowly points the gun towards the man getting tortured. He starts to frantically beg her for his life, and she waits a bit before shooting him and enjoys his begging. She then finally kills him with 3 gunshots and lets out an evil laugh, showing how pleased she is with her kill.
Her death occurs not long after this scene, when a shootout occurs in the building between another female antagonist and the male villain and his henchmen. Mary takes aim at the female antagonist with the gun she had just used to murder the innocent man with, but Mary is shot first, and she dies.