You could tell her to reach out...
talking to a counselor, preferably a gender therapist... or a counselor at school she trusts, for a referral...
and she could call at the next lgbt center near her and ask for some counseling...
there might even be support groups there, and she could join a school gsa, where there might be other trans people...
She might say at home she has some gender issues and wants some counseling,
or she might say for emotional purposes, and pick someone who has, amongst others, gender on their list...
the purpose of a gender therapist is to help her sort out what she wants, and help her along the process... a trained gender therapist should know the steps and help her sort out her feelings.
Well if she is really depressed she should see a counselor... not advocating meds but someone she can really talk about, what really moves her....
Additionally there are helplines for immediate help.
She can call one of those for example, people are there to help and give advice (there are many others):
glnh dot org/talkline/ (this is the national lgbt youth helpline)
translifeline dot org
You might look up a brochure for the british NHS called "doh-transgender-experiences.pdf" . Only thing I would disagree with is page 7, where they state stress, instead many experience relief.
It states that being trans has some biological connections, which is imo socially a bit better acceptable, and it might help with self acceptance. And it could show that its nobodys fault... neither hers nor her parents upbringing... it just is... and no reason for self hatred or self harm...
Some people compare it with a male twin: the core of the person will be the same, like a male/female twin, with the same sense of humour etc...
Well since you know them best its up to you what you say... you might even think about showing the brochure...
Now on to the fun part.
It can be fun to explore, and she is not alone in this, there are many others.
She could play around a bit with hair and clothing style... mens or unisex trousers, sweaters one or two sizes bigger... second hand stores could be a good source. It can be really fun. She could try some easy reversible steps. She just shouldn't overdo it in the beginning, because going back might be not easy. She could try for every day some light changes, like wearing trousers more often...
It is a process, and it takes time. She should take the time she needs, but keeping at it.
She could look up the following resource for a few thoughts:
there is a website called gayteens dot about dot com where there is a quiz "am_i_trans.htm" . It might help her with a few thoughts, they state a few opinions of others, and explain a few terms. And it might help by showing she is not alone in this.
And she don't have to feel male all the time. A question would be would she prefer a more male body to be more happy ?
Its a spectrum, and it might take some time to find out where she is comfortable.
hugs