Gong Li was a high ranking member of the Triad, who served a mysterious master. She allied herself with Demona and the two engaged in a scheme to hatch a gargoyle egg with a lightning bolt. Gargoyle eggs don't work this way, so Gong Li had no idea what she was talking about. Either Demona was lying to her, or both were lying.
Gong Li led Triad members in worship of Demona, and when their scheme was foiled by the Manhattan Clan, she fled with the egg.
How a woman joined a misogynistic organization like the Triad, much less became a leader was never explained or mentioned.