Speaking from experience, this behavior is NOT normal.
Now as a friend, what should you do? Clearly, she isn’t looking to open up to you. You can tell her that if she needs someone to talk to, you will listen and be there for her, and you will keep everything she says confidential.
If this beahvior persists, I think you ought to let her parents know. Alternately, you should speak to her kallah teacher, who may be able to get out of her what it is that’s disturbing her. Or suggest to her that she speak to her kallah teacher or call a rav.