What should I do if I saw my sister in a secluded place with a non-Mahram talking and kissing each other?

All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and messenger.

It is obligatory on a person who sees something evil to forbid it as much as he/she is able to. The Prophet, sallallaahu ‘alayhi wa sallam, ordered the one who sees an evil to change it physically with his hand if he was able to do so. If he could not, he should change it by his tongue (by advising and/or condemning), and finally by (detesting it with) his heart, and he, sallallaahu ‘alayhi wa sallam, informed that this is the weakest level of faith. [Muslim]  

There is no doubt that your sister did something evil that must be forbidden. Therefore, all necessary measures and precautions should be taken so as to prevent her from doing this again.

Allaah Knows best.