I'm sure you helped by listening, and being understanding that she needed to vent. It sounds distressing to have to hear that, without having the power to sort it out for her, but you helped her feel heard and to get calmer.
My way of coping with doing work where people may often be distressed or in difficulties, has been to say to myself, if they were in the water waving and shouting for help, I wouldn't be helping if I jumped in beside them and started drowning alongside them. They need me to stay on the edge and throw the life belt.
Meaning, I'm not helping them by feeling bad or getting depressed about what they are going through, and I can help better if I take a step back and just be there for them. The more I can keep myself feeling OK, the more I can support them.
If you have to listen to distress often, it may be good to have a regular practice that works for you, where you let go of any difficult issues at work until you are back at work. Perhaps even do some counselling training? Which gives strategies for keeping yourself ok while listening to difficulties people are facing. Hope you are feeling better now.