I've never read the X-Men and Marvel comics, but from watching the films I have come to understand that Wanda Maximoff is the sister of Pietro Maximoff (we see them in Avengers: Age of Ultron).
But Pietro Maximoff is also a character in the X-Men movies, where I can't remember his sister being mentioned.
Part of the plot of X-Men Apocalypse revolves around Pietro and Magneto, but I can't remember his sister being mentioned.
What I would like to know is whether or not Pietro and Wanda are Magneto's children in the comic books, and whether or not they are known to be the children of Magneto in the film adaptations (so, can Magneto be a part of the Avengers timeline, and can Wanda appear also in X-Men movies?)
Note: I am not sure where exactly to look for this kind of information, since there are many differing sources online and searching to comic-specific or film-specific resources can be confusing.