Moxana is one of the Muses built by master spark van Rijn for the Storm King. She plays games such as chess and tells fortunes, and seems to be exceptionally perceptive. She's been called the "Muse of Mystery", though this may have been less a reference to her purpose than to her cryptic communications. It's not her fault; she just can't talk.
She tends to express herself in the form of Tarot cards  and particularly symbolic chess moves , which became a significant factor in the decision-making process in Master Payne's Circus of Adventure.
In the backstory she and her "sister," Tinka, had traveled with various shows before ending up the Circus for many years, hiding in plain sight from the many Sparks who would wish to dismantle them. But in a trip through Sturmhalten, Tinka was "discovered" by Tarvek Sturmvoraus and confiscated.
Since then, until Agatha Heterodyne is accepted into the circus, Moxana has become increasingly despondent. When Moxana hears Agatha play the reconstructed Silverodeon, she summons everyone to her wagon, whereupon using her Tarot cards she indicates that she is broken and wants Agatha to fix her. Agatha pokes around inside Moxana's cart, and while unable to find anything obviously wrong, she is immediately able to identify Moxana as being a Van Rijn creation. Moxana then reveals that she has in her possession a technical notebook of Van Rjin, which she gives to Agatha to try and use to build her a new sister, but then Sturmhalten happens (again), and Tinka and Moxana are re-united in the Sturmvoraus family stronghold. When last seen, Moxana apparently has accepted Tarvek as the legitimate hereditary heir to the Storm King. However, an injured and captured Tarvek is soon hauled away to the Great Hospital at Mechanicsburg, and the highly-destructive Battle of Sturmhalten erupts. Following this and the two and half year Time Skip, Moxana's and Tinka's fate remains unknown.
In the print novel Agatha H. and the Clockwork Princess, it is noted that the Tarot cards which Moxana uses are evidently a copy of a Sparky set originally commissioned by Queen Albia of England, which are not at all safe for normal people to use.
Possibly relevant outside information
Moxana's design is inspired by the Mechanical Turk, a fake chess-playing machine constructed in the late 18th century by Wolfgang von Kempelen. The machine consisted of a life-size mechanical puppet operated by a hidden person under its chessboard, tricking observers into believing that the machine itself was capable of playing chess against human opponents.
In the comic, Abner offers this same story to Krosp before Moxana's true nature is revealed, claiming that a dwarf named Kurtz used to be her operator before being killed by some bad clams. Whether Kurtz ever actually existed is unknown. Being an excellent chess player, Krosp offers to take over this job, especially since it would get him off horse-dung shoveling duty, but in the comic we never hear if anything comes of this idea. Again in Clockwork Princess it is said that Krosp does indeed try to operate Moxana, but the idea has to be scrapped because his whiskers keep getting caught in the mechanisms.