There may well be practical things you can do to support them:
Enable them to spend as much time as possible by organising a meals rota and babysitting rota if there are older children.
Get them to make a list of jobs around the house that they had wanted to get done before the baby arrived and arrange for them to be sorted.
Offer lifts to and from the hospital.
If they are spending all day at the hospital think about making them some fresh, healthy packed lunch food... eating nothing but hospital food can drag you down as it often awful.
Buy them some really lovely hand cream, nicu requires constant hand washing/sanitising and you can easily end up with very sore hands.
Don't hint at or ask for visits to see your little niece, a lot of people don't want visitors for their very tiny baby and they'll ask you when they're ready.
Ds was born at a very similar stage and the best things people did for me were sorting out the practicalities, leaving me free to focus on the baby.... the absolute worst was a mum and daughter who turned up at the hospital at visiting time more or less insisting on visiting the baby.
Anyway sending
for your niece and her family, hope she grows and gets stronger quickly.