Little late to the party, but I'm going to go ahead and throw in my two bits anyway. When I read the premise, my first thought was of the old movie
Big Hand For a Little Lady. If you haven't seen it, I highly recommend it. It's a hoot! The plot is very similar to what you're suggesting, although it has a real chuckler of a twist at the end:
http://www.imdb.com/title/tt0060165/
To answer the question: It all depends on WHO she is, or more precisely, who her father is. "Decent" women were not allowed in saloons. It was more than just frowned on. It was often forbidden. When you consider that the saloon was where married or otherwise attached men came to "socialize" with dancing girls, working girls, bar-girls, etc., you can understand why no wives and daughters were allowed! Even the single gents weren't particularly fond of the idea that their Saturday night antics might be witnessed by Mrs. So-and-so, and relayed, via the local sewing circle, through the whole territory. Kind of like why parents aren't welcome at frat parties!
So if she's from a respectable family, and not facing some dire hardship, it's highly unlikely she would be in one. However, if her father is a low-brow type, and not bucking for any parenting awards, then it's entirely plausible. If you write in some protests from the saloon crowd, and play up the fact that it wasn't an everyday occurrence, you should be fine.
As far as gambling goes, just make sure you're careful with your details. The poker we play today is VERY different from what was played on the frontier. The rules are different. For example, straights and flushes were a very late import from Europe. Also, watch how you show the betting. Hollywood's concept of how the game is (and was) played is laughable.
I used to play cards for a living, in a town once frequented by all the old west's sporting crowd, so if you ever need info, shoot me a message, and I'd be glad to help.