Ursula is the last character in Breath of Fire IV to join the party.
A captain of the Fou Empire, Ursula was adopted by the general, who she calls Grandfather, after being orphaned (almost certainly due to the war against the Eastern Alliance). She's a powerful fighter who can throw out some devastating fire spells, with her gun attacks also doing decent damage.
You meet Ursula late in the game, when she is part of a search party on neutral territory to the east. She is loyal to the Empire, and joins the party to 'escort' them to the west, on orders to capture Ryu. She speaks little in the camp scenes, and prefers to sit secluded on her own, polishing her gun. Eventually however, she comes to understand Ryu and the others, and joins them whole-heartedly, realising that the Empire is not as great or as good as she first believed it to be.