It is unknown when and where the late KY Jellico first "acquired" his two Orion slave girls. This information was not in his personal file (as the purchase and possession of sentient slaves is a serious breach of Starfleet regulations and Federation law), nor did any of the crew witness the crime – Pooky and Shiny were already with Jellico when the USS Murgatroid was stolen. Reference was made to them from the very beginning of the crew's personal logs.
Jellico kept the girls in his quarters, forbidding any of the crew to talk to or touch them. It is unknown what jobs they were given, or required to give; although much can be, and has been, assumed. It was discovered that they had been taught to deliver a "rim shot" sound effect to accompany his punch lines, and that the late captain enjoyed a "good spanking" from them.
When Jellico retired, he left them behind on the Murgatroid. Storvik asked Mib Khan if he would be willing to examine them, to which he responded, "You know, for a Vulcan, you certainly ask some stupid questions." Although they were given the opportunity to leave the Murgatroid when Storvik took command, they chose to stay. The Vulcan allowed them to keep Jellico's quarters (his current quarters were already adequate to his needs, and they were already immune to whatever Jellico may have left behind in his), and Khan began to train them as nursing assistants.