Suffering a blighted ovum is really just like having any other miscarriage in terms of the devastation that it can have on someone. Although they can be diagnosed at different terms – some are found early at 5 weeks or so but others can go on until a much later diagnosis if no symptoms such as spotting and cramping are experienced – it is still a loss to the person involved.
Because of this there is no easy way to comfort someone going through this kind of loss. However, just keeping in touch with them, checking if they are as OK as can be, and seeing if you can do anything to help will be appreciated. In lots of cases the woman might be in a state of limbo between the first possible diagnosis and the confirmation of the blighted ovum. At this point it can be quite difficult as there are many web pages devoted to the misdiagnosis of a blighted ovum, which in the vast majority of cases is just not the case. However, the woman will likely want to hold out some hope for a better outcome than is likely and it is up to you as a friend to support the woman (but maybe not to encourage this hope to much only to be dashed later).
So, be supportive, tell then you are sorry for their loss and check if they are OK. See if they need a shoulder to cry on or someone to chat to and take it from there.