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You will want to keep an eye on your dog to see if she has an allergic reaction to the sting. Most dogs don't have much problems with a single sting. You can give Benadryl at a dosage of 2 mg per pound every 8 hours as a preventative. The baking soda is a good idea. You can apply an ice pack as well but be sure the dog does not become uncomfortable from the cold of the ice pack.
If you notice excessive swelling or it appears your dog has difficulty breathing you will have to take your dog into the Vet as they are having a severe reaction. Hope this helps.