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Splash Woman is so far the only Robot Master in the main series to be female, however in "Pachislot Rockman Ability", a pachinko Rockman game, there is another female Robot Master called Coin Woman. This would be the only other official female RM in a MM videogame.
That is to say, most media before 11 showed them working together while they were already quite old, but 11 showed them as pretty much young adults when Wily started developing envy towards Light. But Wily respects him. Wily's main goal is mostly to show he's better than Light.
This is not to say they could have never cooperated, but nowadays he is portrayed as Light's partner rather than his assistant, and it wasn't until Megaman 11 where the actual estimated time of their rupture was shown, letting us see they were still pretty young.
In the North American story for the original Megaman, Wily is Light's assistant, who turns disloyal and steals Light's robots, but Megaman resists the re-programming.
Originally Wily was a jealous scientist who reprogrammed the robots but didn't think Rock and Roll to be useful.