A friend is feelng sad, hurting emotionally, lonely, hungry yet doesn't feel like eating, has a bad headache, and having crying spells. It started this morning. What should I do?

This morning? It sounds like something has happened which upset your friend a lot. Often relationship breakups, deaths, job loss, and various other events can precipitate painful reactions like you describe. Ask your friend to share with you what's hurting, if s/he can. Your presence may help. If these feelings continue for more than 2 weeks, your friend needs a doctor; if suicidal, needs this care now.
Provide... Support, friendship, presence. Allow your friend to speak of his/her concerns. If this mood persists for two weeks or longer; or if she/he has thoughts of self harm; or is engaging in self-destructive actions--seek out professional help through your own md, or his/hers.
See psychiatrist. Your friend is showing signs of depression, she needs professional help.
Needs doctor. Either a psychiatrist or psychologist can help treat depression, which is what it sounds like you friend has. Also encourage exercise, which has been shown to decrease depression.