Your going to need to specify which Julia as there were quite a few during that time period but most wealthy women of that time period in Rome followed the cult of the Magna Mater. Caesar himself probably worshiped many different gods, there are of course the pantheon of gods (such as Jupiter) which he not doubt as a public figure would have to pay tribute to but there were also individual house gods in Ancient Rome called Lares that he probably worshipped as well.