The usual way of getting them is from the SIM card or the phone itself. In this case if neither is available. O2 may have a record of who she called or got calls from but it's extremely unlikely they would know who the numbers belong to. So she would have to recreate the contacts list herself
Phone contacts are usually stored on the SIM card in a phone and/or on a phone's internal memory. Only a very, very small number of people use any form of backup, so it's unlikely that your sis would be able to recover them.
Has she tried calling the phone, to see if anyone answers it?