I don't have a round pen atm, don't see much point. Corners don't bother me & can be handy, IMO. I have a smallish(about 20m across) yard that I regularly use, but mainly for the convenience of the horses staying close when I'm busy doing something else but going to come back to them. I do sometimes make a portable round(ish) pen from elec fence posts & (disconnected) tape, if I'm wanting a pen in another area or in situations that the horse may be distracted when I want to play! The main point of me making it rounded is because it seems less pressure on the posts when the tape is taught(to deter my horse who 'respects' the boundary so long as I'm around!).
I prefer to 'work' with my horses without 'strings attached', especially to begin with, wherever it's safe to do so(often in their paddock). I find that if they know the can
just walk away, they're more likely to stay, even when under some 'pressure', and of course it keeps me on my toes, because I have to approach things in the right way for them to want
to stay & play with me.
I've found Carolyn Resnick and also Alexander Nevzorov are people you can look up that have a similar approach to mine.
you can do with her, basically your imagination's the boundary!
For starters, think about all the things she needs to be good at asap, such as hoof care, general handling & manners, desensitising to various things & situations(like travelling). But I believe creating a good, willing attitude is by far the most important lesson, so that she wants
to play your games, trust you, learn whatever you want to teach her.... Especially for that purpose, I find 'clicker training' principles(google it) are invaluable & teaching fun stuff like tricks are helpful, not only for the horse's education, but also for yours, in practicing getting precise & specific about aims & timing.