All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and messenger.
You have to do your best to invite this girl to Islam. Explain to her that if she embraces Islam, she will feel happy and will be relieved of all distress and difficulties, Allaah Willing. Allaah Says (what means): {whoever follows My guidance will neither go astray [in the world] nor suffer [in the Hereafter].* And whoever turns away from My remembrance - indeed, he will have a depressed life, and We will gather him on the Day of Resurrection blind."}[Quran 20:123-124]
You also have to forbid her from killing herself. Explain to her that if she dies a disbeliever, she will be tortured in Hell. Moreover, if she commits suicide, this will even multiply her torture in the grave and on the Day of Resurrection further.
Additionally, you must inform her guardian or whoever has influence over her to prevent her from killing herself. If you keep silent, you will be an accomplice in such evildoing.
As to marrying her, it is permissible if she is either a Christian or a Jew and is chaste. Another important issue you need to note is that you must abide by the Sharee’ah teachings in dealing with this girl. Since she is a disbeliever, it will be difficult to abide by these teachings, and that is why you have to invite her to Islam indirectly through another woman. Perhaps you can seek help in relaying messages to her through one of your Mahram women, or through one of the wives of your Muslim friends.
On the other hand, if this woman is a polytheist, such as a Buddhist, a Hindu or otherwise, or if she is unchaste, you are not allowed to marry her unless she embraces Islam.
Allaah Knows best.