yes - she (SK) can get her luggaged tagged through to the Final (DEN) destination. Nedvertheless, she has to pick it up at ORD, bring it through costums, and reckeck-it right afterwards at the special UA desk right after costums. If time (and space and ticket conditions) allows, she can also be 'advanced' to an earlier flight - but she has to do so at the nearby UA counter before rechecking her luggage. She will anyhow not get her UA boarding pass for ORD-DEN from SK - so there is no additional time loss when rearranging 'things' at that counter.