That is a bot worm, and it always breaths through a tiny hole. Now ithe worm has kind of spikes around it's body which deploy when you try to pull it out. Most vets put something over the hole, so the worm cannot breath, and wait until it pokes it's breathing apparatus out a little, it also at this time lets the spikes relax and fall flush against its's body, now it is easier to pull out. But be sure and get all the worm out. And this is not easy, you really need a vet and then the kitty needs antibiotics.
It could be an abscess, you should take her to vet ASAP so they can treat her properly. Especially if it appears there may be a worm inside, you should not treat her yourself. Best wishes!!