Self harm for me is deeply personal and sort of a last resort to cope. She may not be receptive to talking and having it brought up may trigger her feelings of guilt and shame. I myself have difficult talking about it to even my wife, but everyone is different. I would approch the situation with caution and try to be supportive and non judgemental. Sensitive issues for people like self harm can release a lot of emotions when confontred. Try to make it as non confortational as you can. If she feels pushed into a corner she could lash out at you or possible start crying because of it. She may also lie and make up excuses to what the marks are from.

I would start slowly and just extend your hand in friendship and tell her you can be someone she can talk to about it. I don't think I would leave an anonymous note, if you feel more comfotable writing her a letter put on it who it is from. If she gets an aanonymous note she could start to feel paranoid about it.

Those are just my thoughts. I don't know her or why she does it. People have different reasons and self harm does different things for different people.