My friend got caught shoplifting. Two security took her in after they ask for her ID they said what kind of name is that they
Started laughing in my face. What should she do?

Stop stealing and hanging out with people who do... then you won't have the problem in the first place.

... What should she do?

About what? The shoplifting charge? Get an attorney and see if she can either be acquitted or make a plea bargain.

Their laughing about her name? Get over it.