Mr. Kirschbaum is absolutely correct.
To answer your question, neither whether the complaint was supposed to be served on you nor the consequences for not dong so is clear. Who was supposed to serve you depends on the type of complaint and whether she had an attorney. If she filed a complaint without an attorney, or if she filed a complaint seeking an immediate right-to-sue notice, the DFEH was supposed to serve you with a copy. If she had an attorney and filed a complaint asking the DFEH to investigate, the attorney was supposed to serve you. The courts have not dealt with the consequences when the attorney fails to serve you.
If her complaint is completely without merit, the court may order her to pay your attorney's fees. In that event, you could also obtain reimbursement for your fees from your employer because you incurred them in the course of your employment.
You need to retain an attorney...now! Avvo is not the place to try to get free general legal advice when you have been served with a lawsuit. The attorney must be able to review everything before you can get valuable legal advice. Only then can it be determined how to respond to the lawsuit, which must be answered or demurred to within 30 days of service. You can search here on Avvo, using the Find a Lawyer function, looking for employment law attorneys who represent both plaintiffs and defendants.
They say you get what you pay for, and this response is free, so take it for what it is worth. This is my opinion based on very limited information. My opinion should not be taken as legal advice. For true advice, we would require a confidential consultation where I would ask you questions and get your complete story. This is a public forum, so remember, nothing here is confidential. Nor am I your attorney. I do not know who you are and you have not hired me to provide any legal service. To do so would require us to meet and sign written retainer agreement. My responses are intended for general information only.
Mr. Kirschbaum is correct. There are several potentially advantageous legal strategies that you could possibly use, but without knowing all of the details of the claims and the procedural history of the suit, you cannot get that kind of advice here. I strongly suggest you find an attorney quickly to consult. You might be able to get out of this quickly, maybe not. You will not know until you find the attorney you need.
One other thing: sexual harassment does not simply mean you engaged in some direct action toward this person. For instance, you can commit sexual harassment by engaging in either sex-related or gender-bias-related banter with others in the office that creates a sexually/gender-based hostile work environment. There are other ways as well. This means it is doubly important that you consult with an attorney right away. Do not assume this is no big deal. It is.
Good luck to you.
This answer should not be construed to create any attorney-client relationship. Such a relationship can be formed only through the mutual execution of an attorney-client agreement. The answer given is based on the extremely limited facts provided and the proper course of action might change significantly with the introduction of other facts. All who read this answer should not rely on the answer to govern their conduct. Please seek the advice of competent counsel after disclosing all facts to that attorney. This answer is intended for California residents only. The answering party is only licensed to practice in the State of California.