I have to write a 500-word narrative essay. My story has to be one scene. I must identify a conflict that my character is facing and how my character changes. My essay must contain three literary devices, three uses of dialogue, and three uses of characterization. Once my essay is completed, I must explain the theme and what lines contribute to that theme. The scene I have come up with involves a young teen by the name of Grace who has Asperger Syndrome. The kids at her school knows that she's different, and that's why they pick on her and tease her all the time. Grace is a very special young lady, and she loves to draw and create beautiful things—although she feels like she's not smart or beautiful. One day, things gets so bad at school with the other students picking on Grace that she runs out of school and goes home; she seriously considers dropping out of school, because she can't handle it any more. All Grace needs is that one special person that she can talk to in order to help her gather the courage, confidence, and strength she needs to set those bullies at her school straight: Grace just want to be able to go to school without being afraid. Bullying is a big problem in schools across our country, and so many kids are emotionally and even physically harmed by bullies everyday. This is the concept that I'm trying to put into a narrative essay.

I'm happy to help you with your narrative essay! You already have an idea of what story you want to tell, so let's look at the requirements and see how we can fulfill them.
It seems like you already have a conflict: the conflict is that Grace is bullied at school to the point that she feels like dropping out.
With regards to how the character changes, you can answer this by thinking of how you want to resolve the conflict. Does Grace learn to stand up to her bullies? Does she go from being hurt by them to not letting their words bother her? Does she start off lonely but by the end has learned how to make a friend?
There are many literary devices that you can use, including alliteration, metaphor, simile, personification, and foreshadowing. You can incorporate literary devices in your descriptions. Here's an example: "Their words stung like knives, sharply stabbing into her heart." I used alliteration with "sharply stabbing" and simile with "stung like knives."
For the dialogue, think about who you want Grace to talk to in this story. Perhaps one use of dialogue could be what her bullies say, so we can understand the conflict. Then, perhaps, one special person stands up for Grace.
When thinking about characterization, consider the following: How will you describe Grace? Is the story from her point of view (so we get a glimpse into her thoughts)? Or is the characterization more indirect, and we learn about her through her actions?
As for the theme, you seem to have already picked out the theme of overcoming bullying. You sound passionate on this subject!