it means she likes you and she wants you.
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It usually means that she thinks you're cool. In her eyes, you are a good person, or are fun to hang around, or all of the above. She's just giving you a compliment to you're personality and how you are around her.
When a girl says you are cool, it usually means that she finds you interesting or likable. It could be a compliment on your personality, style, or behavior. It suggests that she appreciates something about you.