If we are being overly pedantic, female friends should not be referred to दोस्त because it is a masculine noun. The alternate is सहेली but while it works for female friends of women, it is somewhat weird to use the word for men's female friends and may even suggest a romantic aspect even when that is not the intention.

So, in practice, we use दोस्त even for female friends all the time (grammar be damned) and just treat it as if it were a feminine noun- नेहा हमारी दोस्त है. I don't know whether Duo accepts it though.