A first lady in a church is the pastor's wife, and her main job is to support her husband. First ladies do a lot of the same work that their husbands do to a lesser extent, such as leading ministry and teaching members of the church.
Many churches have special ministries that are dedicated solely to the women of the congregation, and first ladies are expected to lead them. As her husband leads the church as a whole, it is her job to lead her smaller flock. She gives the women the support that they need that they wouldn't necessarily be able to get from a male pastor.