Quote:
but I did not do anything because she been with another girl and some guy trying to pick them up.
That happened in thailand, bangkok

What should I do in this case?
This is an IOI (indicator of interest). This means she has already invited you into her world, and has probably already thought about having sex with you, or at least kissing you.
There are a variety of things you can do. Smile back, obviously, and when she returns your glances motion with your hand for her to come over to you. She might resist, so do it again and give her a big smile. You want her to think that talking to you is going to be incredibly fun. If you do this right, she will probably leave the other girl and come say hello to you.
You can also just approach and say hello, then follow this up with something like "I just saw my next girlfriend smiling at me", or, if you don't want her to be your girlfriend, just say "I just saw this girl who just saw this really cute guy... I think she likes him". Referring to yourself, obviously.
This attitude is called "cocky and funny", and it is incredibly powerful with women from many, many cultures. I myself have used it with a Thai girl and gotten a good response. To learn more about Cocky and Funny, read David DeAngelo's "Double Your Dating" ebook (it costs about $14).
Keep coming back to our forum and post your progress.
Cheers, ~50