This depends on factors like extroversion and location. If in the US just showing up is rude, as
@holyrockthrower says, maybe you should announce yourself, but if she invited you, maybe you can try once and just drop by and see. Or ask before, if it is really okay to just come if you'll feel like it. I know about Americans just from the sitcoms and they do appear to spend a lot of time at each other's places.
For example, I come from a more sociable, temperamental area of Europe and people hang out a lot. You can just sit in front of your house and sooner or later someone will drop by, because they would be bored at home. On the contrast, I used to live in Holland, where they mark in their agendas everything, including the most friendly visit, for about two weeks in advance (like "Thursday, 5.4.2012, 16-18h, hanging out with Darner").
However, do keep in mind that they expect reciprocity. If you'll just drop by whenever, they'll also drop by whenever they'll feel like it. If you don't want them around your house, you should show them you like them to announce themselves.