B.H.
Teach her to be outgoing or to enable friendships. I have a 6 year old only child and we've had those days too where she'll cry about it for 2 days too.
I have taught my daughter to look for the child who also is alone or don't always try and play with the popular girl with 3 friends around. I've told her find someone else who has noone to play with they will most likely be so thrilled to play with you you'll have a great time. I've also taught my daughter to give compliments to her friends.
Doesn't it just break your heart though when they come home crying and there is nothing you can do about it? My daughter has done this alot especially in the summer time with the neighborhood girls. In that case though I'll go outside with her or take her somewhere and get her mind off of things.
I would definately tell the teacher and explain how long it has bothered your daughter there maybe something else going on that you have no idea about.
Is she in any extra curricular activities like Daisy's or Brownies or Gymnastics?
My daughter is in Brownies and plays Soccer and has her own little click of friends just from that. She see's the girls at school, at Brownies, at Soccer so she's really made alot of great friends and I have met alot of nice mom's that way too.