Some people sleep walk, but she might not remember. Our bodies go to sleep so that we might convert short term memory into long term memory. Occasionally, and this happens to everyone, the most recent short term is not remembered.
If you want to walk into the theological realm of possession, there are several schools of thought. The first and most popular is that you are born susceptible, and there is nothing you can do about it.
The second most popular is that you invite it in through actions and 'opening doors.' Satanists and demon cults fall into this category. I've heard several stories of people's encounters with those groups, from very reliable people.
The third I will mention, but not the last of the theories, is the one I subscribe to; you have a choice.
It might not be as apparent as a yes or a no, but you make choices that turn you towards or against possession, and it is impossible to know which way is which. It has to do with a sound moral compass.
However, possession does not seem to be the case here. Your friend could have PTSD, post-traumatic stress disorder, and it can manifest itself in many ways. Memory loss, inability to distinguish reality from fantasy, pathological behaviors such as lying or aggression, and usually depression.
Your friend needs you to help her by allowing or helping her to find professional help or to talk simply about it.