"Where has she come from?"
Translation:Da dove è venuta?
venuta is feminine so the subject is omitted because not necessary (and because it sounds very bad). You can put it after venuta, but it is for kinda emphazising that you are referring to a specific girl (among a group for instance). Imagine there is a group of girls over there and you ask a friend about one of them: da dove è venuta lei? (perhaps also indicating her with your finger even though it's not nice)
You are right with "Di dove sei?", but when you are using a verb of motion (venire) you have to use "DA". So you can ask the same question in two ways. "Di dove sei?". (Where ARE you from?) "Da dove vieni?" (where do you COME from?).
check out this video at 29'25": https://www.youtube.com/watch?v=8ObLNGiW-ls
Not terrible exactly, but it would make you sound as if you'd stepped out of the sixteenth century.
is 'da dove lei è venuta' really wrong - frankly I do not believe it. An explanation is required DL. Looking at some of the comments, I can agree that the definite article may not be necessary - but is it really wrong to use it? Several points of view are expressed below - why can't DL say something definitive about it?
Like Tommysarto writes above, the "lei" is used to put stress on the girl:
"Da dove è venuta?" = "Where has she come from?" (unstressed)
"Da dove è venuta lei?" = "Where has SHE come from?" (stressed)
The word order must be with "lei" at the end, not in the middle. Hth!