Natalie's correct, my DH is Afghani - there's definately no rules about chocolate cake and she'd probably be very grateful for a sheepskin.
Afghani's really pride themselves on thier hospitality - if you go over with a sheepskin or some cake she's almost 100% certain to feel that she has to invite you in and ply you with tea and nuts. If she's shy because she doesn't speak much English she would probably love a chance to learn a bit more from you.
I'm sure she's allowed to leave the house but she may still be adjusting to Australia and be finding it a bit daunting and as Natalie has pointed out she may have been harrassed because she wears hijab.
I agree with Sarah, you don't need to treat her any differantly than you would any other new neighbor who looks like they need a friend.