What to do if my sister is a heroin addict?

For her, nothing you: Can do except tell her how you feel. For yourself, getting family counseling and/or attending alanon meetings (a self-help group for family members of addicts) can help you deal with your guilt, shame, anger, concern and all the other feelings you likely have. Nobody can make anybody else change - she has to want to. People in alanon or counselors can help you understand what you can;can't do.