Yes, I have read of some people putting a small blanket or sheet over their cages so that they get more privacy. I would go ahead and do that so that she isn't disturbed by anyone coming into the room or passing by.
What i do is get some colorful wrapping paper or wallpaper, cut it out to fit the sides of you cage, then tape it on. It will give her a more secure feeling instead of a white sheet to look at and you can easily open the cage if needed. I use camo colors mostly, but one of my females liked nascar so i got her some jimmie johnson wrapping paper to look at while laying. This also makes great dividers between cages.