It's not your problem that she doesn't know how to do her job. Period.
Just ignore her message. Block her if you can't focus. Life goes on.

On another note, IF you still can't let go, think of the below consequences:
- You already left the company. Therefore, you can be accused of stealing/indulged in your previous company's confidential information/documents should your colleague decided to put the blame onto you (if she's caught leaking them to you).
- She cannot discuss her company's matters with you anymore due to confidentiality.
- Her manager/supervisor exists for a reason (hence "Supervise"). The supervisor is paid to take care of his/her direct reports.
- She has responsibility to figure out how to do her task. I believed that's how she got hired, right? (interview time sure said she's independent, self-starter, etc...so now pls prove it).
- You don't owe her or your previous company anything after you've left. The company won't bankrupt just because of your resignation. It'll still be there. All of us are replaceable at any time, including the CEO. So take care of yourself 1st.