They do give you results in the office - and do give you an ultrasound photo to take home. They listen for the heartbeat at office visits, too.
I'd hold off planning the shower and make it very near the due date or plan a celebration party for after the baby arrives. (Although, the whole point of a shower is to get things to prepare for baby...)
Perhaps you could convince her to allow you to go with her to an appointment. Say you really want to hear the baby's heartbeat and feel that 'attachment'. (So basically, a way to prove it is true without calling her a liar and risk other issues.) Do you know her doctor (or who her doctor is)? Perhaps making a visit there would be appropriate. They probably can't/won't say anything but if you explain to them that she's saying she's pregnant...if she really isn't and they know that, perhaps they'll realize she needs help. I don't know.
I don't blame you for feeling this may not be a real pregnancy. She'll have an ultrasound about halfway through the pregnancy (they do one at 16-21 weeks in order to check measurements and all). Tell her you want to see the picture. Even if they mail it (as she claims, which I've NEVER heard of), she'll have it back at least a couple months before she's due and it will have her name on it and then you can make shower plans.
Best wishes...if she's not pregnant, she really needs help.