I expect anyone over the age of 12 or 14 or so to be able to take a train by themselves. I would especially expect it of someone who has ridden a train with someone previously.
But I would approach it with my friend from a point of "change can be intimidating or frightening. This is a change from your norm, I get that. But you can do this, I promise, lets talk about your anxiety," because some people have really strong feelings about transportation (myself included). I would make sure to talk about it with her in advance, be very positive of my confidence in her, explain the map to her (some people really don't get maps well) and then on the train ride in, I'd make a point to take things slowly and to point out details to her (landmarks, where to look for signs, how to determine "next stop", on the train take a moment to pause and have her pay attention to how long the doors remain open for, etc) so when she's doing it on her own she's not trying to figure it, so much as follow the signs. Because some people travel in a "follow" mindset - if her friend isn't there to lead, she has nothing to follow; if you point out the signs and how to read them, she can 'follow' them.