Nan, the Girl Spy, is an agent with the Confederate Army.
The period of time for her activity is, obviously, the American Civil War (1861-1865). Exactly when during that four-year conflict these tales take place is not said, however, since the 4th on in the series deals with Nan working to help General Stonewall Jackson and he was killed by friendly fire in May of 1963, all but the last <i>have</i> to have taken place before then and that fifth one may also have as well.
Nan (no last name is given as far as I could find) is a young, highly resourceful and extremely brave woman almost certainly in her early 20s. She had dark hair and is quite attractive but still retaining the ability to disguise her good looks well enough to assume the disguise of a man.
One write-up of the first adventure states that she is the "daughter of a Southern family, left motherless in early childhood, her life had become embittered by the death of her father and only brother during one of the early struggles of the great conflict. She had consecrated her entire life to the cause of their beloved Southland". [Note, that same write-up mentions the actions taking place during the "latter part" which seem to be unlikely.
Also while that description mentions the death of her mother early in her life and yet a later adventure has her returning home from a mission to alleviate her mother's anxiety. Of course, this could be an adoptive mother.
Though Nan is, as stated, dedicated to fighting for the South, she still has the wherewithal to fall deeply in love with a Yankee captain later on in her espionage career. It is assumed that with her new romance and the upcoming end to the War and the side on which she fought that she likely retired from the spy game.