The writer either misunderstood the verb or it's a typo, but I can't imagine what word they meant to use. Initially, I thought perhaps "She warmed her ankles" but that would be ridiculous when followed by "to get warm".
I have only one idea which is that the person sat down, brought their knees right up to their chest and then wrapped their arms around their legs and ankles, in a sort of huddled position to try to get warm. I have never heard that action referred to as "to arm" though.
Student or Learner