Daneel Olivaw actually comes up in lots and lots of Asimov's novels. In fact all of Asimov's books have this Foundation theme behind them and it is possible to read all of them as a kind of Galactic History.
Something like Pebble in the Sky would just chronicle a short unimportant incident in this History whereas a book like Second Foundation would talk about a big really important even in the series. However both of them would fit into the framework even though conventionally only Second Foundation is counted as part of the Foundation series.
And Daneel with his links to Hari Seldon and with his role as the guardian angel of the Foundation is probably the single most important character here.