While there is no Talmudic source for when and how baby girls are named (nor boys, for that matter), by Medieval times ceremonies were being performed for welcoming girls. In modern times, a ceremony called Zeved HaBat (Sephardic) or Simchat Bat (Ashkenazic) has become common. These ceremonies are usually performed in the home or the synagogue. If you are interested in creating your own ceremony, an excellent source of ideas is The New Jewish Baby Book by Anita Diamant.