The female Organization XIII member linked to Roxas in Kingdom Hearts 358/2 Days is Xion.
Xion is introduced as the Organization's mysterious fourteenth member, joining after Roxas has already become a member and begun working with Axel. She and Roxas share the ability to wield a Keyblade, and their friendship becomes the emotional center of the game. Their connection is also tied to Sora's memories and the Organization's attempts to restore its power.
Xion is not simply another Nobody with an ordinary past. She is a Replica created as a fail-safe connected to Roxas, and her appearance reflects the memories she absorbs from Sora. As those memories develop, Xion begins questioning her identity and her place among Roxas, Axel, and Organization XIII.
The other options are characters from the same wider story but do not fit the question. Larxene is an Organization member, while Kairi and Naminé are associated with Sora's heart and memories in different ways. Xion is the character specifically linked to Roxas through the events of 358/2 Days.