If she was exposed to chicken pox but didn't get it, can it still harm the baby?

Not likely. If she was exposed and did not get the illness then there is no risk and therefore no harm.
Unlikely, but... ...Possible. If you have had chickenpox you are immune, and you do not need to worry or do anything. Most pregnant women have already had chickenpox as a child or were vaccinated against it. If you have not had chickenpox, or are not sure, see a doctor. A blood test may be advised to detect antibodies to see if you are immune.
Possibly. A person can contract chickenpox, but not exhibit very much of a rash. If pregnant there is a risk of transplacental transmission of the virus to the fetus.