Since the Middle Ages, St. Agnes, whose name is similar to the Latin Agnus meaning "lamb", has been symbolized by a lamb which represents her virginal innocence.
Here is a summary of her story as told in Butler's The Lives of the Saints taken from St. Agnes - Virgin Martyr:
Agnes was a young girl, only thirteen years old, wealthy, beautiful, and pure, at the time of her martyrdom. To all who sought her as a bride, Agnes replied that she was already betrothed to her Heavenly spouse. None could persuade her to forsake him even for the sons of the wealthiest men in Rome. Her suitors, angered at her loyalty to Jesus, informed the Roman governor that she was a Christian.
At first, the judge dealt gently with Agnes and tried to persuade her to abandon Christianity, but Agnes simply repeated that she was married to Jesus Christ and would have no other for a husband. He resorted to threats of torture and death, but though they prepared the fire and showed her the iron hooks, racks etc. that awaited her, she showed no fear at any time. They dragged her over to the idols and tried to force her to make a sacrifice to them, but she "could by no means be compelled to move her hand, except to make the sign of the cross (this detail Butler attributes to St. Ambrose).
When forced idol worship failed, the governor decided to imprison Agnes in a brothel where all the youths of Rome could come to take advantage of her. Agnes still did not show fear for she told the Romans that Jesus would protect her purity. Her faith angered the governor who immediately sent her to the brothel. Many Romans ran there to have their way with the fair maiden, but were awestruck at the sight of the saint and behaved respectfully. One youth who attempted to behave rudely towards her was struck to the ground by a lightning-like flash and blinded. Agnes prayed for him, and his sight and health were restored.
Exasperated by her defiance (and goaded by her chief accuser), the governor ordered Agnes to be beheaded. Agnes happily accepted her fate and "went to the place of execution more cheerfully than others go to their wedding" (according to St. Ambrose). The executioner was instructed to use any means necessary in a last effort to persuade her to forsake Christianity, but Agnes merely stretched her neck before him, "who with trembling hand cut off her head at one stroke." She was buried on the Via Nomentana near Rome.
Links about St. Agnes:
The signature of the Heaton, Butler & Bayne Company of Lond is seen at the very bottom of the window on the right hand side.