Assess your gifted student to determine her learning levels. Knowing your naturally talented student's learning levels will allow you to appropriately challenge her.
Offer enrichment activities that are above and beyond the work being done by the rest of the class. For example, if students in your math class are learning to multiply two-digit numbers, challenge your gifted student with three and four-digit problems. In reading, suggest books at higher reading levels.
Allow your naturally talented student the opportunity to teach the class. Gifted students often have unique ways of looking at problems, or at least a different way than what you would normally teach, which may make more sense to the other students in the class. Teaching a lesson also has the added advantage of increasing your gifted student's understanding as well because he has to be able to explain his understanding to others in a way they can understand.
Provide your naturally talented student with a mentor. Your student can work with her mentor on learning activities outside of the curriculum, providing a challenging learning opportunity. For example, your student and her mentor could work on a science fair experiment that she could share with the class at a later time. A mentor may also be someone your gifted student could socialize with if she is having a hard time relating to her classmates.