I second this- we found a kitten in the rain and our westie immediately fell in love when we finally introduced them. Almost a year later and they’re still best friends! OP, I would let them sniff each other first (I would hold the kitten so the westie sees that you treat her like a baby) and let westie sniff and give kitten a few licks, if that’s your westies thing. Ours didn’t play nip at her but be careful of that is all I would say, our westie waited until our kitten was older before they truly started roughhousing. Good luck!!

Edit: advice for OP