you can force the issue by making her practice, or you can just wait for her to develop at her own pace. I would go for the latter if she is only 5 and her speech and language are generally age-appropriate; can she pronounce "th" if asked to, is the "dur" a habit rather than a physical inability? If you are generally concerned about speech and language his school can refer her for assessment.
DS2 is 9 and still sometimes reverts to "dee" instead of "the", as in "is that cake for us or just for dee grown-ups?". I do find it rather sweet
but he is physically able to pronounce "the" and can read well.