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Sorry to hear that. A friend I had met online died as well. Me and some of his other friends found out about some problems he had a few days before, but because of the distance, I felt very limited in trying to help him get through it. I took two days off from work (didn't tell him that) just to talk to him and try to help him as much as possible, but in the end it wasn't enough, and we found out from his brother a while later that he had passed away. It's a strange feeling when someone who has been a big or positive influence on your life in some way suddenly goes away. I honestly don't quite remember how I dealt with it, except for one thing. I spoke a lot with other people who knew him. 

Maybe sharing thoughts about her with your mutual friends, or other people that knew her could be therapeutic.