If there both hot go up and tell them you have a secret to tell them. If they ask what that is tell them you have a crush on one of them but are too nervous to say which one since you're worried she's going to have a boyfriend. Usually after you say that they'll be like "oh I'm taken but she's single!" or "we both have boyfriends" or "We're both single" or whatever other combination. All your doing here is starting a conversation and hopefully screening to see if the girl you like the most is single (or both if that's what you're going for). Once you know you can exchange names with whatever girl you wanted to chat up and you're off to the races. Just follow the normal process from here.
Mind you this is just one way that I personally like to use. There is no perfect way to open two girls. To answer you question sometimes her friend will drag her away but that's usually in nightgame. If you're daygaming and you have decent fundamentals they'll usually stick around to see what you have to talk about.
Don't worry about it just go talk and see what happens then come back here and tell us about your findings. You might be surprised what happens!
-Rob