She has no idea who the red-headed woman is, but she figures that can be addressed later. When she sees Gwen, she quickly figures that she still doesn't understand what the hell this place is, how it works, or how they get back home (Rose told her all about that, didn't she? Helped her find Jack, and the Doctor, too). Martha's sure that she didn't do a very good job of explaining it the first time around, and that she should probably tell the other woman more about this place but...
She looks over at Jack and bites her lip before she shifts closer to him, lifting the arm closest to him slowly. She can see the shock for what it is and doesn't want to disturb him, but she knows it has to be done. They can't kneel in the snow forever (especially since she's got at least ten minutes before she freezes).
She touches his shoulder lightly. Her voice is soft. "Jack."