Canonically, Janeway's sister was only mentioned in passing, and not by name, in "Coda." But "Coda," written by Jeri Taylor, draws heavily on the Janeway backstory from Taylor's novel Mosaic, which is where her sister was introduced and named.
She was also mentioned in one line in "Sacred Ground".
JANEWAY: I've never been able to draw. My sister was the artist in the family.