It depends on whether you play her household at the time of her death. If you do, an urn will appear and you'll be sent back to manage worlds, since the last sim in your household died. If you play a different household at the time of her death however, no urn will appear as far as I know (though it seems to happen to some players, I've personally never seen it in my game). If she died while you were playing her, you can switch to her family members to pick up the urn from her place, but you might need to either cheat to get entry to the house (bb.enablefreebuild -> delete a piece of wall so you can enter), or temporarily move someone in to pick up the urn.