As a mother of a dd who was bullied through school and fb, I can say that my dd went through hell for the best part of a year.
The police will take it seriously, more so than the school in my experience as it is happening outside of school, (but our school were crap). What they did was printed off every single comment that every single child had made to my dd and then went round to their houses's unannounced and spoke to them.
They had records of everything, tagged pictures and all sorts. It will go on record that your dd has been spoken to but she won't have a criminal record. The children in question, (and there were alot of them by the time it got to fb from school) were told in no uncertain terms that if they approached my dd again, spoke to her, or otherwise intimidated her in any way, they would be arrested and the matter taken further.
We have never had any comeback since that episode but that final warning was along time coming, dd was out of school for a whole school year almost before it all came to a head. She was a little older than your dd though, 14 when it started, (over a stuipd boy would you believe).
Hopefully your dd has just got caught up in something that perhaps she has got out of her depth with, and being that little bit younger she'll be able to step away from the others involved, (i'm sure there'll be a ringleader somewhere there always is).
try and support her in keeping her away from playing the big I am to the others involved, girls have to be one of the gang and don't want to be different, but you must be firm with her that this cannot be tolerated, children have died through being bullied, it's not a bit of harmless banter.
Stay strong, she's very young and you sound like a normal parent who is horrified that their child could be involved in something like this. It can happen to anyone.
Good luck.