Donna and Brenda are peripheral friends mostly, through Kelly, when Brenda first moves to Beverly Hills and Donna mostly sticks with Kelly's decisions and actions. This changes a bit as they all get to know each other, especially when Brenda has Donna, Andrea and Kelly over for a slumber party and the iconic foursome is established. Brenda and Donna don't really start spending time together just the two of them until they go to Paris during the summer before their senior year of high school. This brings them closer and their bond is strengthened throughout their senior year as Brenda deals with Kelly's betrayal of their friendship. Brenda and Donna spend a lot of time together during their freshman year at California University and by the end of that year have become best friends.
Brenda first meets Donna through Kelly, after Kelly befriends Brenda in chemistry class. In the first half of Season 1, Donna mostly follows Kelly around, as seen in The Green Room, where Kelly leaves Brenda behind at the beach, but Donna's with Kelly.
In Slumber Party, viewers get a closer look at otherwise sidekick character Donna when the girls bond at Brenda's house over games, gossip and learn more about each other.