As others have said, befriend anon, people like that usually want nothing more than a friend, but don't be pushy with it, don't assume she's weak, helpless and alone and try to strong-arm your way into a friendship with her under the assumption that she NEEDS a friend, that could make her feel like you only want to be her friend out of pity, such a hollow friendship would cause nothing but pain, even if it's only hollow because she perceives it as such, make sure you go about it naturally.
Also, don't do what others are saying regarding the huge bitch, with people like that the best way to deal with them is to, quite simply, ignore them completely, never look their way or respond at all no matter what they do, the worst that can happen is she'll go insane, chances are that she'll just get bored, though, and your friendship with the anon will probably ward the bullying away so you really won't have to do anything.
Also, a word of warning, if you do become friends with anon and she starts to show affection or becomes a little clingy, do not hastily mistake it for love, such a misjudgment could destroy your friendship and that would end up hurting her a lot in the long run if it turns out that she had no such intentions