The account listed on the Haunted Places site reads that Lilias Drummond, nicknamed the Green Lady, is seen on the spiral staircase and that her appearance is believed to represent bad luck. Wikipedia describes the house as originally a 16th century tower house extended from 1613 by Alexander Seton, later Earl of Dunfermline, and says Loretto School acquired it in 1951 as a sixth form boarding house.
The record does not name a witness or any incident, and the connection between the ghost and any historical Lilias Drummond has not been checked here. The house is used by a school and is not open as a visitor attraction.
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