Well,
SH isn't exactly a "normal" coping mechanism, but then again neither is smoking and drinking, etc.
But, yes, it has and does happen to me quite a lot.
Talk to your friend about getting some help, don't force her though because that will make it a lot worse. If your friend doesn't wish to stop right now, then there is nothing you can do to stop her - it's her body, her choice to be bluntly honest.
However, if she is suicidal/having suicidal thoughts you should tell someone immediately, preferably her parents or 911.
Remember that
SH and suicide are two entirely different issues.