Is she calm if you put your hand near her? If not, that's a great place to start. If she doesn't seem interested in treats you give her, just spending time near her will help desensitize her. I had a budgie long ago and he started quite shy. I'd stand near the cage as often as I could and talk softly. Once they're calm while you're a few feet away, move closer. Might take you a few days or weeks to get to the point where you can move your hand near her without her taking alarm.
Once you can get your hand in the cage near her, get her used to your index finger being held horizontally in front of her--again, just by presenting your hand to her that way, but without touching her. After a few days of that, she should be relaxed enough near your hand for you to touch your index finger (held horizontally) to her chest area. To get her to step up to your finger, slide your finger down her chest to her belly where it meets her legs and gently and slowly press back. She should step up.
If at any time she gets skittish again, go back a step and slow down.
Once she figures out you're not going to hurt her, she should be willing to step up and even ride around on your hand for a while.
Am I correct in thinking from your comment about her wings that she's able to fly but isn't fond of being out of her cage? If that's true, once you get her on your finger and she's willing to take a little ride out of her cage, you'll have to teach her about how to fly back to her cage (their normal instinct is to fly up and it may be difficult for her to find her cage door). So take her out of the cage just a few inches and allow her to fly back in. It'll help if you can find a cage with a door that opens out and down, so you can secure it as a 'landing platform'.
You'll also need to teach her about the dangers of windows. We did that with Ami by carrying him over to the window and allowing him to sit on the sill. We did that before he was comfortable flying wildly around the room--you want your bird to figure out that windows are hard before
they're flying fast enough to hurt themselves if they hit one. (Also, make sure they're closed or there are screens on them in summer so she doesn't get out.)
Sorry this is such a novel and probably has info in it that you already know--I'm just not sure how much you've tried with her yet.