They are dead Pharaohs, rulers of Egypt, who were preserved deep under the pyramids and were wrapped with magical bandages.
“Ancient Pharaohs of Egypt, preserved as Mummies deep under the Earth.”
As dead Pharaohs, they look like humans except that they are wrapped in white bandages. Later in the series, it was shown that they are made of dust.
In "The Lost Library", the Winx try to find Eldora's Diary in the Library of Alexandria so that they can seal the Legendarium forever, they were attacked by the Mummies summoned from the Legendarium by Selina.