If you believe your daughter is the victim of a crime, report it to the local police in the community where the crime has taken place. It does not matter if the perpetrator is a juvenile or adult.
The police will determine if your accusations amount to criminal conduct, if there is probable cause (evidence) to support the charges, and they and/or your local prosecutor will decide if the situation merits prosecution in court. Many police departments and local prosecutors have alternatives such as mediation set up for situations involving children in arguments with one another, and such a program might be suitable here.
If the police and prosecutor do not pursue the matter but you believe your daughter still needs protection, Arkansas law provides for civil restraining orders. http://www.ehow.com/list_6783511_arkansas-restraining-order-laws.html. Speak to a local experienced attorney, or see if your local court offers a self-help clinic for people seeking restraining orders.
If the harassment is taking place at school or in a school activity, you or your daughter should also report the situation to the guidance office at her school. Children are entitled to an education free from harassment, and most school districts have citizenship rules that prohibit such conduct.
Another alternative might be to contact the parents of the bully. Some parents don't know that their child is harassing other children, and they might be willing to intervene if they know about the situation. If you know the family, or know someone who does, a parent-to-parent discussion might end the problem without courts or police.
You can not file charges through the police department. You can report criminal conduct to the police department and they will communicate with the prosecuting attorney in order to determine if charges are merited.