Women, unlike men, do not have a prostate gland.
However, some women find that, because the vagina and rectum are pretty close together, anal stimulation can sometimes cause what feels like "G-spot" stimulation.
The thing is, though, that even the vaginal "G-spot" isn't really a spot (and it certainly isn't a magic pleasure button). Unlike the prostate, it's not a distinct anatomical organ which is either there or not.
Basically, the most recent research suggests that what we call the "G-spot" is really the spongy tissue around the urethra. Pressure on the front wall of the vagina presses on this tissue. Some women find this pressure very sexually stimulating, some don't get anything out of it, and some find it feels uncomfortable or makes them feel as if they need to pee.
Evidently, for your friend, anal stimulation is very enjoyable. And that's just how things work for her - it doesn't have to be explained in terms of a special "anal G-spot" or any other spot.