Yes, talk to your daughter. Here are a few random thoughts from someone with personal experience of this sort of thing:
- you don't know what the girl wanted to say to your daughter, it could equally well have been "good-bye", "help" or to make future plans (yes, suicides can and do make plans with other people for things they know they aren't going to live to do)
- Whatever it was, getting through to your daughter or not on this one occasion will not have had any impact on the girls' decision
- Encourage your daughter to talk to you, or someone else, or to write/draw/otherwise express what she is feeling.
Meanwhile do some research yourself and be prepared for all the stages of bereavement (I can't remember them all and haven't got past disbelief myself, in almost a year). If you don't know the girl's family I don't think there's much you can do there, beyond an expression of sympathy. I always wondered whether there was any point in sending bereavement cards, but having been on the receiving end, I can assure you there is.