Just a few days ago, Christians throughout the world celebrated the greatest event in all history: the death and resurrection of Jesus Christ. And those two momentous events provide the answer to your question.
You see, Jesus isn't just someone who walked this earth 2,000 years ago. He is alive today! We know this because the grave could not hold Him -- and the reason is because He conquered death by the power of God through His resurrection from the dead. Afterward, He appeared repeatedly to His disciples -- even hundreds of people on one occasion (see 1 Corinthians 15:3-8). Then, the Bible says, He was taken up into heaven, where even now He is praying for us. And by His Holy Spirit He is present with us today.
Only one thing separates us from God, and that is our sin. But Jesus Christ gave His life as the final and perfect sacrifice for our sins -- and because of that, we can be forgiven and become part of God's family forever. The Bible says, "To all who received him, to those who believed in his name, he gave the right to become children of God" (John 1:12).
Your friend knows these truths, and has acted on them by giving her life to Jesus Christ. And because of that, she knows Christ is with her and is her friend. Why not make the same discovery she has, by giving yourself to Jesus and inviting Him into your life? Then you too will know Christ personally, and experience His presence every day.