What can I do if my niece wants to come and live with me in the United States?

You really cannot do much of anything. If your niece can qualify for a student visa or if she has graduated and can get a job, she can come to the US once one of those two petitions is filed and approved. If she has a US boyfriend who wants to marry her, she can have a fiance visa petition filed on her behalf. As her aunt you cannot petition for her.

If your niece is under the age of 16, you can adopt her and bring her to the US as your child. Or, she can apply for a student visa at the US consulate.