Please post a picture. We will be able to help you better if we can see it.
Do you know how she got the sore? Is it an infected wound?
I wouldn't recommend peroxide. Use betadine. If you HAVE to use peroxide, dilute it with some water first. Clean out as much of the pus as you can gently. Do not squeeze at the sore! You with irritate it and make it worse. Put her in a pet carrier or a large-ish cardboard box where she can be away from other birds in a quiet place, preferably where you can keep a very close eye on her. Feed her TONS and TONS of garlic. I did this with one of my hens and it worked wonders. Garlic is a natural antibiotic and it does it's job well. Soak her feed in warm water to make a mush and mix in mixed garlic. Put sliced garlic in her waterer. Put garlic in EVERYTHING you feed her. She will start to smell funny, and her poop will too. This is normal and it is a very good thing. If it is a very bad infection, she may need an injectable antibiotic. I've never had to do this, so that is someone else area of expertise. I've taken care of lots of infections, so if you have any questions let me know. If I don't know the answer I will do my best to help you find it.
Put some antibiotic ointment on the sore and make sure she can't peck at it. If you have a hen apron, put that on her.