Technically it's a curse, but it's a pretty weak one. "Damn you" would mean 'to damn someone to hell'. In your example, "damn girl" is actually used as an exclamation, like "Damn girl, you's real fine!" I usually hear "damn girl" spoken as Black English (AAVE) but it's been appropriated by other English speakers as well. If your friends have a good sense of humor and don't mind swears, feel free to let your tongue loose!

it's a swear word, but it's not bad, i think ^^ "damn girl" would probably refer to an annoying girl. But among friends i say it all the time! Like if i dont catch the bus i'll say "Damn it!" :3 hope it's helpful!