Henrietta Maria was just another French princess who married the King of England. Unlike other French princesses/English queens, though, she was unpopular from the beginning, and so was her husband. The story has a sorta-kinda happy ending, depending on how you interpret it. There's two assassinations, a beheading, and a ton of civil war.
In the episode, I forgot to mention that Henrietta loved how in France, the King's eldest daughter got the title "Madame Royale", and the King's eldest son was the "Dauphin". England already had the whole eldest son = Prince of Wales thing, but Henrietta wanted her eldest daughter, Mary, to have a cool title too. So, Mary got the title "Princess Royal".