It is not clear if the guest simply knew it was 'taco night' for the family or if she knew she was invited to eat tacos with the family. If you mentioned to the guest that you would be serving dinner and she just ordered a pizza without telling you, took it from the delivery person, and wordlessly ran up to the room and closed the door, I don't blame you for feeling put out. If this were an adult (well 18 is technically an adult), this would be unacceptable behavior and just because they are teens doesn't make it acceptable. I was also surprised at how many commenters didn't think this was the least bit rude. Although I don't remember getting pizza at sleepovers (we ate the dinner the parents served), I don't think it is uncommon or an etiquette violation to order pizza. The violation came in when the teens did not inform OP of their plan and basically grabbed the pizza and ran to their room without saying a word. At sleepovers, I wasn't expected to hang out with my friend's parents, but I was expected to be polite which this guest failed to do.
I think your daughter has some fault here too. Unless the guest just whipped out her phone and called for the pizza without telling your DD, your DD should have mentioned to guest that you were making tacos for them. If friend still wanted pizza, your DD should have mentioned it to you as a courtesy. I would give the guest a pass for not offering pizza to everybody if she had informed you that she was getting it first. While it is polite to offer, most teenagers don't have a lot of money and I certainly wouldn't expect them to make an offer to share food they intended only for themselves.