A dwarf ambushed me and is now lying on the ground with a leg injury (artery open); I talked her out of the fight.
The thing is, she proved to be a good warrior and I'd like to recruit her, but is there any way I can heal her leg?
Characters in adventure mode don't have any way to actively treat wounds. However, if you have recruited the dwarf as a companion you should be able to fast travel and the dwarf should travel with you. After fast travelling, you and your companions will be healed, although any permanent damage (missing limbs, severed nerves) will remain.
You need a hospital setup, along with someone who can bandage which is carried out by 'Wound Dressing' skill wielding dwarfs, and cloth available for the dressing.
More details on making a hospital in dwarf fortress: Hospitals...
Realised you're in adventure mode -- you'd need to hope your dwarf has some wound dressing abilties, or try crawling somewhere to someone who does and hope they'll help you, but I don't think this is implemented yet.