Let's take a look back at the glory days of Captain Marvel, and the whole Marvel Family!
...and bid Billy to speak the wizard's name, Shazam!...
....then Billy became Captain Marvel, as the wizard died, passing on his power.
All this (and more, including a battle with Sivana, the world's wickedest scientist), as well as Billy getting a job at Whiz Radio for Sterling Morris in Whiz Comics #2 (February, 1940) by Bill Parker and C.C. Beck.
...all of which really meant he could fly, was invulnerable, super-strong, fast and smart).
Billy wasn't alone, he had many foes, such as Dr. Sivana, beastman King Kull, demonic powered Ibac, atomic powered Mr. Atom, the sinister Mr. Mind and his Monster Society of Evil, and, as he began during World War II, he also fought the Axis powers, and their representative, Captain Nazi (who was the villain that led to the beginnings of the Marvel Family).
A team-up with Spy Smasher led to our next hero...who ended up having ties to Captain Marvel!
Captain Marvel, Jr.
...such as Captain Nippon (it was wartime), demonic Sabbac, slippery Mr. Hydro, flexible Mr. Acrobat, dreamy Mr. Morpheus, Vampira the Queen of Terror, mobster Graybeard, and even the scientist son of Sivana, Sivana Jr. (as well as facing off against Sivana himself more than a few times, both alone and with the rest of the Marvel Family....).
...even showing up in a few Captain Marvel Adventures, like #52 to meet the son of Sivana, or all the way back to Captain Marvel Adventures #18, to meet our next character....
....with Shazam breaking down as Selena for grace, Hippolya for strength, Ariadne for skill, Zephyrus for fleetness, Aurora for beauty and Minerva for wisdom...
...but she could pretty much keep up with the boys in super-feats.
...though she did have a few...
...like Mr. Night, Mr. Question, Nightowl, and even the daughter of Sivana, Georgia, who also had a penchant for scientific crimes, like the rest of the Sivana family.
Thing is, Dudley was charming and mostly harmless (except to himself)...
....so they let him hang around and fed his fantasy to keep him safe (and others safe from him).
Uncle Marvel appeared in Wow Comics #24 (April, 1944), met Captain Marvel in Captain Marvel Adventures #43 (February, 1945) and Jr. in Master Comics #61 (May, 1945), (with appearances in Mary Marvel #34 and #35 between), before finally being accepted as a member of the Marvel Family with Marvel Family #1 (December, 1945).
A tall Billy from Texas, a "hill" Billy from the Ozarks and a fat Billy from Brooklyn all got together, and the four were threatened by Sivana...
...and the only way the group could escape was to all yell "Shazam!" at the same time as too much noise was being made for the old wizard to hear Captain Marvel's alter ego...and this resulted in all four of the Billys being turned into versions of Captain Marvel, just in time to defeat Sivana.
...but the three could only change if all four Billys were present and said Shazam...
....so by necessity, you always saw the three Lieutenant Marvels together.
...before becoming official Marvel Family members with Marvel Family #2 (June, 1946). It sure took some time as they predated the rest of the Marvel Family!
...but neither of those appearances have the 3 Lieutenants on the cover, so instead, take a look at this happy gathering from Whiz Comics #59 (October, 1944), to take a look at the extended Marvel Family in an impossible photo (as Billy, Mary and Freddy are in the picture, along with Cap, Mary and Junior, as is Uncle Marvel! Even the old wizard, Sterling Morris and a few others like Beautia Sivana, and foes like Sivana, Mr. Mind and Ibac showed up here as well....).
Kurt went to work for DC Comics, and snuck him in an issue of Superman's Girlfriend, Lois Lane (#42 from July, 1963, for only a cameo, and colored differently in green, but colored correctly for the reprint in Superman's Girlfriend, Lois Lane #104 of September-October, 1970), and later still, DC made it official and purchased the Captain and his family...
...though failing to secure the rights to the Captain Marvel name on the cover, Stan Lee and the Marvel folks caught that in the 1960s, and created their own Captain Marvel.