Olympe Maxime was first seen in the forth book (Harry Potter and the Goblet of Fire) when she and some French students arrive at Hogwarts for the Triwizard Tournament. Due to her huge size, it was found that she was a half-giant.
She is mention in the fifth book (Harry Potter and the Order of the Phoenix) by Hagrid. He tells Harry, Ron and Hermione that Madame Maxime and he visited the Giants during that Summer.