In 1886, before they were Vampires, Lyle Gorch, and his brother Tector, massacred an entire Mexican village. It's not known when they were turned, but it was probably around that time.
When they came to Sunnydale, they ran into Buffy, who started getting in their way. When they confronted her, she was battling the Mother Bezoar. The Bezoar ate Tector, and Lyle ran off.
Lyle returned to Sunnydale about a year later to take part in Mr. Trick's Slayerfest '98. This time he brought a new wife by the name of Candy to take on The Slayer. Candy was stabbed and killed by a spatula wielding Buffy. Lyle again ran away.
These guys are neat. They seem to have retained a lot of their personality from their past, human life, since their past human lives were spent doing evil as well. My guess is that a Vampire was amused by the brothers' doings and sired them. I don't have much of an idea when Candy was sired. I think it's possible it was around the same time, judging by her speech and outfit. I'm not sure how long Candy and Lyle had known each other, I'm guessing they had only just met, as she didn't know much about Tector.