Although it's been known for awhile that Tessa Thompson would reprise her role as Valkyrie in Avengers: Endgame, no footage for the film has shown the character until now.
New footage from a recent TV spot briefly shows Valkyrie. Some of the upcoming fight against Thanos also appears. The Mad Titan has a threat for the Avengers: "After I kill you, I'm going to burn this annoying little planet to cinders."
It's not clear at this time just what Valkyrie has been doing since Thanos defeated the Asgardians following the events of Thor: Ragnarok. However, it's likely that she's just as eager as the God of Thunder to get revenge against the Mad Titan.