First of all, thanks be to God for your desire to become Catholic, especially when your own family doesn’t understand. And thanks be to God that they aren’t standing in your way.
Frankly, your family cannot tell you not to talk about your desire to become Catholic nor what you’ve come to learn about theology. However, I think you respecting your family’s wishes is helping them accept your choice of the Church more than any standing on your freedoms would. It’s good to take into account their weakness and not flaunt it in their faces.
As to the girl who is leaving the Church for the Baptist one. You don’t have to say anything in the way of being delighted about it to anyone. If you do get the chance to talk to her let her tell you about it and then respectfully ask her questions about any misunderstandings she might have about the Church. Don’t try to overwhelm her but be patient and understanding.
Many people who leave the Church for an Evangelical denomination have had what they think is a “meeting of the Lord” or a “first time experience of Christ”. This is not really the case. What they have had is an awakening to faith they did not have before that they probably wouldn’t have had if they hadn’t been baptized. All that has happened is they have seen Christ in a new light or had an epiphany. This in no way negates their Catholic faith, but they don’t understand that. Be helpful to this girl if she opens her heart to you. And pray for her and continue to pray for your family, that they will come to see what you have seen in the Church.