She apparently ran away from home after the Global Blackout, but she was actually kidnapped by the Global Blackout conspiracy. ("Revelation Zero, Part 2") They kept her hostage in order to coerce Simon to help with their plans. ("Revelation Zero, Part 2")
The Global Blackout conspiracy arranges for her to be seen on a bridge by Simon so that she can tell him that they want Simon to recover the seventh ring. They then take her away in a white van, whose license plate Simon tries to get FBI analyst Michael Zamperion to identify. Zamperion instead tells Mark Benford about the plate, and Benford confronts Simon, who admits his sister was kidnapped. ("Course Correction")
Mark Benford is able to find and rescue Annabelle. When he questions her, she tells him that the Global Blackout conspiracy is planning to have Simon cause another blackout. ("Course Correction")
The credits for episode 1.12 "Revelation Zero, Part 2" spell her name in the single-n form "Anabelle". However, in the bracelet Simon is seen playing with in episode 1.07 "The Gift", her name is spelled in the double-n form "Annabelle".