Yeah man don't go up to her and be all "hey I'm illegal, wanna mingle?" I would just talk to her more, hang out with her at the gym or place where you see her, invite her to the parties you go etc and as things develop and things feel right I would tell her and see her reaction and if you still get that vibe that she likes you or doesn't care then id ask her out.
I only told one guy I "went" out with about my status because it was embarrassing not driving to pick him up or drive to our dates, and he lived too far to go on my bike or board so I told him. Things didn't work out because we were young and immature but he didn't mind my status, I doubt he even knew all the things that meant being an undocumented guy in this country so I guess he didn't care cus he didn't see the big deal.

So just hold on a little longer man, talk to her, and see where things go.