When an employee makes you aware of a possible occurrence of sexual harassment, your obligation as the employer is to investigate and take appropriate action.
Tell the employee that your company isn't one that believes this kind of behavior is acceptable, tell her you're going to talk to a lawyer, tell her you need to investigate this, and that she isn't causing trouble and you're glad she brought this to your attention.
Get an HR professional, lawyer or not, and deal with this immediately.
Let me assure you, when she said she doesn't want to cause trouble, she didn't mean she wanted you to do nothing. It means she wants you to do something, and she doesn't want to be blamed, she doesn't want the office to talk about it, and she wants you to own it.
If you do nothing, one day, if she (or someone else) ever decides to file a lawsuit for sexual harassment and fostering a hostile work environment against your company, you saying "but she told me she didn't want to cause any trouble" is not an excuse to sit idly by.