I've never heard of it either, but I googled it and it's St. Nicholas's (Santa Claus) saint day in the Catholic Church. Every saint has a day and some are more popular or celebrated than others. Here's a link that may help you figure out some stuff to do:
http://www.stnicholascenter.org/Brix?pageID=391
I wouldn't stress over it. Do you celebrate Christmas? Does Santa visit? I think you could just tell her about what St. Nick's day really is -the saint day -and offer the story of who St. Nicholas was. He WAS a real person. It can be a fun cultural thing to learn about in your new home state! If kids usually get gifts on St. Nick Day AND Christmas, you could just give her a little bit of something -no biggie. Just tell her that Santa Claus has always visited at Christmas and the kids in Wisconsin celebrate St. Nick day with presents, but not many others do.