I would not bring this animal home until you know she is healthy. That means having a vet see her at whatever holding facility she is currently in. Every time you move an animal, it is an enormous stress on them, and this animal's body is already dealing with an incredible amount of stress even without piling an additional move onto it.
"Shipping fever" is pneumonia, and it can kill. Lung tissue is delicate stuff, it doesn't take a lot to do permanent damage to it, so time is of the essence here. If this animal actually has shipping fever, she needs to start antibiotics as soon as possible.
You say she was 'really down,' I hope you are talking about her apparent mood, since 'down' can have a pretty sinister meaning in large animals. Did you witness respiratory symptoms (cough, nasal discharge, etc)? If this donkey seemed depressed and her lungs are fine, it's also possible that she could have colic. Donkeys aren't usually all dramatic like horses when they are colicking, they tend more toward just standing around looking like, "I don't feel good." Either one is an urgent situation requiring medical intervention, the sooner, the better.