Lily and James Potter heard that Voldemort was coming to kill them. They couldn't travel because Harry was very young. Instead they packed four suitcases, one for each person, and put them in a hidden room easy to get out of hard to get in. They put their eldest in first so she could look after Harry. As you know they didn't get Harry in on time. Nobody knew about their eldest. So Voldemort didn't look for her. Harry went to the Dursley's and we all know his story.
