She's a friend to the narrator and David's wife. At first, the narrator seems to think that Anna's a super-good friend (her best one, in fact) and has a great marriage, but the shine is off both those pennies by the end of the novel.
First of all, we quickly learn that Anna's marriage is far from perfect. In fact, her husband revels in humiliating her, and she and David are both unfaithful to each other. (They also justify their behavior by citing the other spouse's extracurriculars. Word to the wise: if you're going to be polyamorous, you'd best get your stories straight.) So, yeah, not exactly the most rock solid of relationships.
But what does a bad marriage say about Anna, per se? Well, it's telling that, despite her husband's ridiculously offensive behavior toward her, Anna chooses to take his side and mocks the narrator for being too much of a goody-goody to succumb to David's advances, saying, "That was pure of you" (19.43). Yes, you read that right—Anna mocks the narrator for not being willing to sleep with her husband. Then she uses some info she got from her own pillow talk with Joe to make fun of the narrator's coldness and "inhumanity," calling out the narrator for her unwillingness to sleep with her own boyfriend. Is it any wonder the narrator couldn't wait for Anna (and the others, of course) to leave?
David comes off as pretty controlling and definitely bullies Anna, and so it's not really a shock that she reports feeling victimized. David frequently orders her around in a pseudo-parental way (but without the warmth), telling her "Don't interrupt" (11.56) and demanding that she be a "good girl" by taking off her bathing suit for the camera (16.17). She claims that he has a "little set of rules" that she has to follow and that he will "get her" for forgetting—for example, she says she has to wear makeup (14.48). She often gets mad enough at his behavior that she curses him openly and gets really upset, but she gives into whatever he's demanding nonetheless.
Since we already knew that David was a jerk, these details aren't necessarily super-surprising. That said, it's worth noting that the narrator seems to doubt their truthfulness (at least a little bit). The first time Anna brings up the makeup, the narrator claims that Anna contradicts herself on this front, saying at first that David "doesn't like to see [her] without it," but then asserting that "He doesn't know [she wears] it" (5.14)—which does seem a little funky, we have to admit.
Also, Anna also herself admits that David accuses her of inventing things: "'he says I have a mind like a soap opera, he says I invent it, But I really don't, you know.' She was appealing to me for judgment but she didn't trust me, she was afraid I would talk to him about it behind her back" (14.50). We're not quite sure what to make of that—she's denying that she makes stuff up, but the fact that she brings that possibility up at all (and wants the narrator to weigh in with a judgment about her trustworthiness) seems a bit weird.
Of course, lots of people in abusive relationships are perceived as self-contradicting and-or lying, particularly when they haven't yet left the abusive partner, so perhaps that's part of what's going on here. In any case, the takeaway in terms of Anna's character is that she's stuck in a very toxic situation. She chooses to give in to her awful husband's demands and takes his side even against someone like the narrator, who was supposedly her best friend. It's not a nice situation at all.