I've never heard anyone in the US saying "office lady" and to be honest if I did hear that I would think it's being used in a derogatory fashion.

I actually just looked up what "office lady" means and yeah... I can't think of a lot of offices in the US that would have such a concept, especially not where it has to be a female employee doing those tasks. It'd be more common to say "personal assistant" or "office assistant".