I think you might have the spelling off. "Željka" is the correct spelling, and is the feminine form of "Željko". "Želja" means "desire", so Željka would be akin to "
Desiree" in English.
The "Ž" is pronounced like the "s" in leisure, and the "lj" is pronounced like the "-lli-" in "million".
Bothe Željko and Željka are very popular names throughout Bosnia, Herzegovina, Croatia, Serbia, and the rest of the former Yugoslavia.
Hope this was of some help!