Lenalee isn’t Komui’s only sibling. Just think about it, it’s the end of the 1800s, the time when the world population soars. People still have more than 5-6 kids, who stay alive thanks to medicine’s development. Not to mention there’s quite an age gap between Komui and Lenalee, it’s more than likely that they had more brothers and/or sisters. Also in families it’s the elder brother’s duty too look after the young.
At that time in China, little girl’s feet were bound from an early age, so that might explain the origin of Lenalee’s iron shoes. (Or it could have been in the bamdages, idk.)
Akuma have sensed her Innocence and attacked the Lee family, killing everyone but the two of them. Lenalee was too small to remember – or she represses the memory- but Komui remembers. That’s why he developped a sis-con, because he’s dreading the possibility, that he’d fail to protect her and lose the only family he has left.