well, you shouldn't even have female friends to begin with. it's great to have girls to hang with but not to be friends with, with very few exceptions, but beyond that, if you DO make the mistake of becoming friends with a girl, true friendship doesn't have a sexual dimension to it, you shouldn't even consider that, the same way it wouldn't even croas your mind to fuck your sister.
But assuming you do befriend a lady, and you magically develop romantic feelings for her were preaumably there were none before and you decide to "upgrade your relationship" - whatever the fuck that's supposed to mean - you still shouldn't act on it if you are trully friends because there's no good outcome to that decision.
at best you'll end up in as good of terms as you started, and there's a good fucking chance it'll end up horribly
lastly, if yoi do decide to make all these bad decisions, you definitely should not keep her around afterwards. how do you think it'll go over with your future gfs that you have a close female friend that you used to fuck? I can tell you from experience that will be a nightmare.
tl;dr: just don't fucking do it