It depends:
If you are telling us what happened it would be correct for you to tell us 'She rang me to ask me to go for an interview but I told her that I had already done so.'
But....In the actual conversation with her then your tense of choice should really have been the present perfect tense, 'I have already done so (or I have already been for interview).'
The difference here is this: In the first case you are using the past perfect tense because you are telling us about two things that happened in the past, where one event took place slightly earlier than the other, and where both actions have been completed.
In the second case, when you spoke to her you should have used the present perfect tense because the event took place in the past but was relevant - right then - to the current conversation that you were having with her.