Feeling light headed from exercise might be a sign of an underlying medical condition, so she may need to visit a doctor to discuss her health.
Beyond that, martial arts classes are highly demanding aerobic workouts that focus on ANAEROBIC movements. They are aerobic in the sense that they are longer than 20min and require the body to respire more quickly to supply oxygen as energy, however, the short, explosive movements are considered to be anaerobic movements, but they have been extended over a longer time frame.
I STRONGLY disagree with the other answerers that have said to try jogging to increase her stamina. You don't need to "train for your training" by jogging, just keep training your MA and she'll catch up soon. Jogging is a strictly aerobic exercise, so it will NOT help your body get used to the high intensity anaerobic workouts.
That said, the easiest fix for the problem likely comes from your friend's diet. To supply herself with enough energy for the class, your friend may need to increase her protein intake. Also, she may get considerable benefit from taking iron supplements to help increase her ability to carry oxygen in her blood. Also be sure that she's drinking plenty of fluids before, during and after class.
Personally, I train martial arts for about 15hrs a week, and what works for me is to drink juice with my meals, alkaline water (like Fiji water, or tap water at least-not purified drinking water) between meals and during practice, and gatorade after practice, as well as taking a fairly high protein diet and taking iron supplements.
Get a med check first, then try the water, iron, and protein. I'd be highly surprised if it didn't solve her problem.