Yeah the Red Sonja we see in teh film is loosely based on teh comic version which is basically a female Conan using another characters name (in fact isn't the original Sonja spelt differently?). The comic series she started in was with Conan and then she went on to have her own series of comics. Currently Dynamite has her licence whilst Marvel has Conan (they got it back last Christmas from Dark Horse). So as of late she's been her own thing save for the odd cross-over series. However the more she sticks with Dynamite the more she moves away from being an adventuring hero in an old age and the more they are moving her closer to a super-hero comic format and approach.
I mean I can't blame them, adventuring is really at a low right now. We don't get films, books nor many comics about adventurers. WE get some DnD and Pathfinder; but by and large the big money is all in comic-heroes right now