My mother, younger sister, and one of my nieces all started having migraines around that age. They didn't even have words to describe the pain or the auras-- I remember my sister telling the doctor that before the headache it looked like someone had sprinkled glitter in front of her eyes, but she couldn't touch it.
I didn't have my first migraine until I was seven; that's "late" for the women in my family. Are her headaches unilateral? Is the pain sharp, hot, or stabbing? Do you get migraines? If so, I'd encourage you to look into pediatric migraine to help your daughter.
The greatest piece of advice I have for you is not to discount the pain out of hand. I've heard so many horror stories about children telling their parents they were in pain and the parents blowing them off...
Just by paying attention, you're helping a great deal. I'd definately take her to the doctor to make sure that there's nothing more serious going on. If she's having migraines she might benefit from alternative therapies (i.e. feverfew tea, homeopathic medicine) which are inexpensive and can vastly improve quality of life. I know my life changed dramatically when I started drinking feverfew tea for migraines.
Different kinds of headaches require different kinds of attention, though; I just wanted to illustrate that there are many options.