First thing first do not be rude or judgemental. Ask them how they are feeling, and what triggers them to self-harm. No one self-harms just to self-harm. Be compassionate and don't give rules. (example: If you don't stop cutting yourself we can't be friends anymore.) Listen to them and try to understand them.

You will need to be their support system at this time. Show them the butterfly method (There is a chapter on it), and provide them with the appropriate suicide hotlines/chat rooms. You need to be their support system, and try to seek them help.