This woman can teach the Paperman Sword Technique and speaks authoritatively about the affairs of the Emei Sword Sect, indicating she must have some connections with the Sword Sect. However, to believe she is the "daughter of the head of the Sword Sect" is still without solid evidence—nor does it explain why she knows the methods of ghost cultivation.
Since she wants to use us to eliminate that Ghost King, it wouldn't hurt to agree for now. As for actually helping, there's no rush; better to investigate the situation further first.
"If we divide this town into northeast, southwest, and northwest, finding the Ghost King is quite simple," the woman continued, "My residence is in the east, while that Lord of the Northern Marches is in the north. You two just need to head northwest; inevitably, ghosts will block your path seeking your flesh and blood."