In this context, using the words "far away" suggests that the visitor comes from a place that is a great distance away from where the little family is. Far away: a long way away/a great distance away/far in distance

Thank you so much

= very far.

"Far away" means the place is at a great distance. New York is far (away) from Los Angeles. Away is optional in my example, but adds to the sense of distance/separation.

The visitor came from a place that was situated at a long distance from where the family lived. In fact "far away" - or: "far, far away" is typical of traditional fairy story "style". I would guess this sentence comes from a book for children. (little/ many strange stories...)