Start by talking to the teacher.
There are many reasons for this. The teacher is the most likely to have seen it, can tell you what, if anything, had already been done, and can listen to your concerns based on your daughter's report. Also, going to anyone else first won't give you any answers. Starting with the teacher is the way to push things up the ladder.
Most schools have a formal rejection of bullying in all its forms. If after talking to the teacher you feel your daughter was bullied, you can bring it to the principal.
From there, some form of "incident report" will be made, and the principal will decide on further actions.
You might consider familiarizing yourself with the school's policy on bullying. There will probably be an online link from the school's homepage.
If you're not satisfied with how the situation is working out, and you think your daughter is at risk, you could have her find out his name and call the parents, explaining your concerns. Obviously you do not want to have an inflammatory argument. Just a simple "Can you ask your son to stay away from my daughter?"
For the time being, I would tell your daughter to stay away from that boy. She may need to sit or play closer to where other girls are playing.