It's a pretty big decision and it really depends on how bad this is for your daughter. I hate to see any kid really struggle. I think at times we need to help kids learn how to cope with situations. Sometimes that's a huge lesson and will serve your child well. Other times, if a child is being bullied and no one is doing anything, I think intervention is required.
I can't really get a sense of what is going on here because it sounds like she's just not playing with the other kids. However, at our school, the little ones often just run around. They don't really sit together at lunch so much as who ends up where.
A lot of the buddying up part comes a bit later - in my experience. And friends change weekly at times.
My kids tend to be pretty easy going about it. I'm sure I've been more concerned than them at times, and I have to watch that my stress or concern doesn't bubble over to them. Because they are far more ok with stuff - us protective moms sometimes do make a bigger deal than is necessary. We love our kids right? and just want the best for them.
If you're not sure what to do, my mom always says wait a week. See how you feel. Sometimes the break (and don't think about schools or talk about it) will clarify things. It's funny how that works.
Good luck :)