I did, our school offered a talk in first year 6th form (also girls state grammar). Anyone could go, but teachers encouraged those they thought should. I really wanted to and was pleased my subject teacher encouraged me.
IMO year 10 is a bit young for it, though Oxbrdige probably was mentioned in the round during our GcSE years. Having said that, if you aspire you will need more or less a clean sheet of straight As (I was before A stars) at GCSE. Students the are capable will find GCSEs (probably too) easy anyway. Too easy in the sense that Oxbridge requires hard work on top of the talent.
'Did it work?' Is probably the wrong question. Yes, in that I applied, got in, went, loved it, did well there in a v prestigious course, made life long friends, and find in adult life it is the gift that keeps on giving. It has allowed me several career changes, both the cache, the teaching I received there and the confidence. The network you build is incredibly useful.
Does you daughter like the idea? If so, support her without making a big thing of it. As she's young, look for and enable her to visit, perhaps do the odd summer course there (I went on a couple of nights residential thing at some point). Encourage her to keep her options open and look at other places too.
I visited one of the two on a guide summer camp when I was about 14. I fell in live with it and secretly aspired to go from then. First in my family to do so. I don't know why I wanted it, or how I knew it would be right for me, but i did and it was. I did lots of extra work to prepare for the admissions process, the school supported me, motivation was easy, I wanted it. In fact that term my mum questioned it several times, she was worried I was working too hard.
So listen to you daughter, support her in finding out more over the next few years. Many 'normal' people from normal backgrounds go to Oxbridge and I she'd like to pursue it, it is an amazing opportunity.