Um ... Well, it's possible, but it's got to be really very hard. Assuming Nancy's room is higher than Bridget's, gravity will certainly zip Nancy from her room to Bridget's. But the only way she's going to be able to get back to her own room using the zip line is if the handle piece she's hanging from has either a motor that can pull her back up (slowly and both audible and visible to passersby) or a crank that she can use to pull herself back up (even more slowly and visibly, not to mention physically exhausting).

On the other hand, think what a pain it would be to zip down and then walk back every time. This is probably a good place to shrug and say, "Hey, it's magic."