If she will not listen to you, maybe you need to speak with her teacher and find out what is going on.
Maybe the teacher would be willing to speak with her about friendships and how to fit in..
Since we do not know how your daughter acts at school, it is hard to know what is going on..
Learning the social cues and rules to fitting in has to be learned. I remember at our daughters school , there always seemed to be a child in each grade that just could not fit in for a variety of reasons. Many times it was that they just did not know how to behave or act with the other children.
They could be bossy, could be too aggressive in their approach, wanted to talk about activities/subjects no one else knew anything about, braggarts, wanted to be so different in their behaviors no one else could relate or made the other children uncomfortable. .
I remember as PTA President observing many of these children and befriending the parents and then trying to encourage them to help their children continue to be individuals, but to also learn social cues, so that they did not make the other children feel uncomfortable..
One little girl in kindergarten was obsessed with playing "Wedding". At each recess she would try to gather kids to be in her "wedding", telling them what parts to play, picking the groom , maid of honor.. etc.. It was fine the first time and maybe the second, but it continued till none of the kids even wanted to sit next to her, because she would try to get them to join in..
Another child in 4th grade would wear her "Cat costume" to school at least once a week. Other times, she would wear her dress up clothes (long dress or very fancy dresses.. The teachers asked that she wear acceptable school clothing every day, but her mother made such a huge stink they decided to let it play out on its own. The girl would become upset when kids would laugh or not want to socialize with her.
Finally a teacher sat her down and explained she was excited that this girl was so creative and willing to be her "Own person", but that to truly be an individual means, she would have to get used to others sometimes, not being comfortable around her, not understanding her and maybe even making fun of her. She would need to learn to not let it bother her if she wanted to continue this behavior. She also spoke with her about "good attention" and "being a distraction".