You didn't need to do anything, just carry on as you were. By running to your bag and wrapping yourself in your towel you are implying that there was a problem with the girl seeing you naked. Indeed, asking this question implies the same. The truth is that there was no harm done and it is only society's perpetuation of a myth that makes you or anyone think otherwise.
I invite you to read the summary of several studies into the effects of nudity on children linked below.
Do you think the Trollington Trolls swim team has a chance at State this year?
In my opinion exactly that, cover yourself, and get a towel, thats the most you could have done
Ok so I'm am 14 and today after the pool I got naked and took a shower in the locker room. Then I walked back to my bag to get changed. And right as I get out of the shower, their was a girl in the locker room. She wasn't like and little girl but like 7 or 8 I would say. Their was really nothing I could do, so I just ran to my bag and got my towle and wraped it around me. I know for a fact she saw everything! What should I have done?!?!