What do you do when a friend of yours has a problem?

You should do your best to be there for your friend. Listen to them when they need you to and give them the best advice that you can. If it is the case that they need some time alone then you should give it to them. Also if you feel that you cannot deal with their crisis and that they shouldn't have to either so don't be afraid to bring in someone responsible that you can trust to help the two of you out.