The real Sarah Wincehster was born ~1840 in New Haven, CT, was married to William Wirt Winchester (the only son of Oliver Winchester). Yea, that Winchester.
When William Winchester died in 1881, she inherited 50% of the Winchester Repeating Arms Company. From 1884, Sarah moved to what is now San Jose, CA and spent almost her entire $20 million fortune on building an elaborate mansion, now known as the Winchester House. It took 38 years to build the house and it is famous for its winding corridors, into walls, doors that open a staircase that goes nowhere and the recurrence of the number 13 (which has been disputed because the biographer interviewed a carpenter who says many things were changed after Sarah died).
This is where the movie focuses unfortunately, the house. It is going to be a horror movie. According to legend, she consulted a psychic, believing that her family was cursed by the spirits of everyone person who had been killed by a Winchester rifle. The medium told her to move west and to build a house for the spirits and herself; if she ever stopped construction on the house, she would die. The most popular theory for the design of the house is that it was built to confuse the ghosts. Quite a story huh? Her biographer found no evidence to support many of the claims.