A.G.
I have my son practice on a play phone and we talk about when he would need to call it. He is 4 now. Also, we practice how to talk loudly and clearly and say our address.
Most police stations will let you come in and will give your daughter a little "lesson" about what to do in case of an emergency. They normally have great teaching tools to give to parents as well to help reinforce the message.
My son always seems to undertstand things better when it is coming from a guy or gal in a police uniform or firefighter uniform.
I practicing it consistently over a long period of time is the key. Then they will automatically know what to do if the time comes.