Curly was running past the Prefab house when the island started quaking, and ducked inside. Then the floor collapsed. She ended up in the sacred grounds
How did Curly get through that part? Well, she has some sort of forcefield defensive system (as seen when you fight her), and she can jump twice as high as Quote can (when she's acting as your backup), but I'd imagine that although they may have worked to get through the first little part of Hell I, that long drop with instakill spikes at the bottom would have shorted out her forcefield and caused rather significant leg damage. She managed to drag herself to safety at the cost of a lot of her remaining energy. She was going to continue on after repairs, but Quote showed up to lug her around first. By the end of Hell II, she's recharged enough energy to aim and fire weapons with internal energy sources (although not move), and by the time you defeat Ballos she has enough energy to move slowly, but not run around.