Well to explain who they are, it would be best to go from past to future.
They were sleeping in asteroid awaiting the day they would awaken to become the protecting ssenshi of Sailor Chibi Moon. Queen Neherina woke them prematurely, and turned them into the Amazon Quartet. After Sailor Moon defeated Neherina and Zirconia, Saturn asked Moon to set them free back to thier normal selves. They explain quickly who they were, and left to go back to their sleep. This was great news to Rini because she had always thought that she would never become a woman and always stayed Chibi. This assured her that one day she would become a great Scout like Moon and even have her own protectors like the Inner Senshi.
For a Roman Historical note... they are all named after Goddesses.
There are 4 asteroids out there that the Asteroid Senshi are named after. (Pallas, Juno, Vesta, and Ceres). They were once considered planets until they were finally gaven the title of Asteroids. This could be why she choose them to be Chibi's Protectors.
They all appeares in the Stars of the Manga Comics. They helped Sailor Moon kill Sailor Chi, but were knocked out by the Evil Sailor Senshi. They woke again to see Moon disappear into the Cauldron. They thought they failed, but Cosmos appeared and assured them everything would be fine. Cosmos sent them back to the future were they belonged.
~Back to the Asteroid Senshi Shrines~
I would Just like to thank the Tomb of Senshi for this information. This would be in the credits, but I took a lot of info of her site to make this page.