Praise be to Allah.
It is essential to form the firm intention to fast from the night before, because the Prophet (blessings and peace of Allah be upon him) said: “Whoever did not intend to fast before Fajr, there is no fast for him.” Narrated by Abu Dawood (2454), at-Tirmidhi (730) and an-Nasaa’i (2331). In a version narrated by an-Nasaa’i it says: “Whoever did not form the intention to fast the night before, before Fajr, there is no fast for him.” This hadith was classed as saheeh by al-Albaani in Saheeh Abi Dawood.
If the woman was not menstruating, and she intended to fast the next day and said, “If I get my period, I will break the fast,” there is nothing wrong with that, and it does not come under the heading of a conditional intention; rather her intention to fast is a firm intention.
Imam an-Nawawi (may Allah have mercy on him) said: If a person is hesitant about breaking his fast, or he makes it conditional upon a certain person coming in, and the like, that does not invalidate his fast, according to the view of the majority. End quote from Rawdat at-Taalibeen (1/333).
Imam Abu’l-Qaasim ar-Raafi‘i (may Allah have mercy on him) mentions the reason for differentiating between hesitating about interrupting the prayer or making that conditional upon some future event, which renders it invalid, and hesitating about interrupting the fast, which does not affect it. He said:
If a fasting person is hesitant as to whether he should break his fast or not, or he makes the intention of breaking it conditional upon someone coming in, then al-Mu‘azzam stated that his fast is not rendered invalid, and that his fast is not spoiled by that.
Ibn as-Sabbaagh said in Kitaab as-Sawm: Abu Haamid narrated two views concerning that…
The difference between fasting and prayer is that the beginning and end of prayer are subject to the intention and choice of the individual, but that does not apply in the case of fasting, because the one who intends at night to fast starts to fast when dawn breaks, and stops fasting when the sun sets, even if he is not aware of them.
As that is the case, the impact of the intention (niyyah) on prayer is greater than the impact of the intention on fasting, hence it is permissible to form the intention before starting to fast, or even after the time of fasting begins, but that is not permissible in the case of prayer. What this means is that prayer consists of certain actions and words, whereas fasting consists of refraining and abstaining, and the intention is more necessary with regard to doing actions than refraining from them.
End quote from al-‘Azeez Sharh al-Wajeez (1/466).
Regardless of whether she said that or not, when menses begins it is obligatory to break the fast, so her words are no more than a statement of what she must do.
And Allah knows best.