Dear M,
If a person does not understand your intentions, you have to make them understand. Talk to her about your engaged status. Clarify that you are not interested in any relations with her. This should stop her from taking interest in you, although it may take sometime.
If she does not withdraw her interest then possibly she’s having problem of emotional dependency, she may be developing erotomanic delusions (pathological love) towards you.
Bottom line for you is, after clarifying your stand  do not pay attention to her, do not try to convince her and do not agree for friendship, which may cause emotional issus in future.