I think it is important to be matter of fact about such procedures, so they don't become an alarming prospect. But naturally a child (as many adults do) will find the prospect fo the exam unpleasant. I think its important to acknowledge that's a total valid response, but to explain the reasons and how it will help towards making her feel better in the long run.
I would go for the 'its not much fun but its over fairly quickly' approach.
I do agree that the GP should have been more communicative and should have told you that he was going to do a rectal exam. I think in future ask specifically if this will be part of the appointment so you can prepare your DD, and discuss with her what she might prefer to be wearing etc (for instance I always feel more comfortable for such things if I'm in a skirt rather than trousers - illogical I know) or you could make sure the GP gives her something to cover herself with, so she doesn't feel so exposed and vulnerable.
I think its incredibly important that people don't get hung up on intimate examinations, as we need to be proactive in our health and embarrassment shouldn't ever stop you getting the help you need.
But I think it's also important to ask people if they want this examination, and to explain why it is helpful, and what is being checked for. Your DD wasn't consulted about something that happened to her body, she needs to be allowed to feel she has a choice, and you can help her make the correct choices by talking about it between appointments.
I suspect it wasn't so much the finger up the bottom that upset your DD, as suddenly finding herself exposed and in a situation she wasn't epecting and had no control over. That must have been a bit frightening for her as she didn't know eactly what he was going to do. He should have explained, and that is an inadequacies on his part and poor communication skills.
I think its also important for future life not to feel cancellation is a way to deal with unpleasant examinations. I always get through these things by thinking about what I'll do afterward (usually a large latte and a cake
)