The two of them are best friends. It is apparent that Azuna cares for her and seems to know about the whole devil and grimoire situation. This is confirmed in episode 6, whenever it is revealed that she is an exorcist like Ritsuka's cousin, Lindo. She is shown to regret deceiving Ritsuka and attempts to protect her from Shiki. She later dies in Ritsuka's arms in episode 8, still considering her a dear friend.
Lindo later reveals in episode 9 that Azuna was afraid of Ritsuka finding out that she was an exorcist, because she feared that they would no longer be friends. However, Ritsuka accepted it instead, and she was overjoyed that they could still be best friend and she could openly protect her.
Azuna and Lindo know each other, presumably because both of them are exorcists, and they work together when it comes to protecting Ritsuka from the devils. The two of them were good friends, and Lindo was deeply saddened by her death.
Lindo later successfully avenges her death when he manages to kill Jek.
Like with all the members of the student council, Azuna doesn't like or trust Shiki one bit. This is evident in Episode 6 whenever she tries and fails to exorcise him. He then proceeds to kill her but is stopped by Ritsuka.
Jek is Azuna's murderer. She was killed by him during her successful attempt to free Ritsuka from his possession.