How do I do my makeup like this?

With a black eyeliner, and preferably at least 2 shades of blue eyeshadow. (Plus mascara). You'd take a black eyeliner (I'd personally prefer a gel or cream type, like MAC's fluidline) and tightline your top waterline, and your bottom with that. Then you'd take an blue color similar to the one she has on in the picture and apply it to your lid, shaping it like you want it, and carry it down to your bottom lash line, lining it with that color. Personally, I'd probably apply a dark blue in the outer corner/crease area, but that's just me. Apply a highlight color, and it should look pretty similar to the picture! (: