First rule that you should never ever bend, break, or ignore is all birds must undergo a 30 day quarantine, this is to protect both the new bird and the birds that you already have. So I would let her out in a room to herself. Later on, after the quarantine period is past, if you choose to introduce the birds it must be done slowly and only under strict supervision. That is rule number 2, it will protect your birds from harming each other.
I hope that this proves helpful to you.