Although I'm not Muslim, I grew up in a Muslim family in a largely Muslim country, so I think I can offer some insight. First of all, let's clear two things:
Keep the relationship professional and treat them the way you treat any other colleague. In most cases, that's enough.
The majority of modern-day Muslims (like the majority of modern-day people of all religions) don't really expect too much from you regarding their religion.
Now, the most important thing to keep in mind when working with any religious person (Muslim or not): Avoid topics regarding their religion and don't stir up any conversation regarding their religion vs. other religions.
If they're moderately religious to highly religious, then here are some things you need to be careful about (I'll edit the post and more if I remember):
Food: The vast majority of Muslims (even ones who drink alcohol) do not eat pork. So, at company parties; lunches; or dinners, make sure you offer an alternative. (Extra religious: Won't be comfortable looking at it or smelling it)
Alcohol: Most Muslims don't drink alcohol. Whenever alcohol is around, make sure an alternative is offered. (Extra religious: Will try to avoid tables where alcohol is present)
Prayer: A lot of Muslims pray 5 times a day. In a normal working day, there will be two prayer times (noon prayer, and afternoon prayer), so she might be go spend 5-10 minutes in an empty room in those times. On Friday, Muslims have the Friday Prayer where men are encouraged to attend it in a mosque.
Ramadan: Most Muslims fast in the month of Ramadan. The vast majority don't expect you to cease eating in front of them, but try not to offer them food or drinks in Ramadan.
Pigs: When giving greeting cards, calenders, gifts, etc, make sure you don't use pictures or wrapping that has photos of pigs on it. Even if cute cartoons. Most Muslims are repulsed by the sighting of pigs.
Physical contact: Since she's a, well, she, you need to be extra careful here. A lot religious Muslim women don't even shake hands with a man.