They’ve been part of the Shazam mythology for decades and, like Sivana and Black Adam, were involved in the New 52 origin story.
Perhaps in Shazam!, the Enemies are trapped and have given Sivana some powers in exchange for working to free them.
Although Shazam! is pulling from various eras of the character’s nearly eight-decade history, the overall story looks to be very much inspired by the Shazam New 52 origin story, and Sivana is no exception.
However, in the comics that came as a result of trying to open Black Adam’s tomb, and Black Adam will not appear in Shazam!. So where could Mark Strong’s Sivana have obtained his powers?