So it depends really on what you want. Because if you just want to smash, that's a bit easier--there are a lot of horny people out there. Just pop open tinder, and if you're decently attractive, you'll probably catch some snatch real fast. In fact, if this is all you want, you can basically disregard the latter half of my response.
But if you want a meaningful relationship, you're going to want to be friends with her first. The way I see it is that 99/100 of the guys I will ever meet will be able to beat the living shit out of me, so I'm not divulging any of the goods unless I know damn well that the guy I'm interested isn't a complete piece of shit. I'd assume that the same would go for most women--at least the women who aren't mainly motivated by horniness.
I have never been interested in a guy that I wasn't already friends with, and I know a lot of other women who are the same. Despite the whole friendzone meme, a lot of people end up being friends before starting a relationship, and a lot of those relationships end up working out relatively well.
Additionally, befriending a girl before starting a relationship allows you to notice if she's batshit insane before it is too late. I've had acquaintances who are some of the most awful people lure dudes into relationships before completely fucking them over. Sure, sex is cool, but if you wouldn't be friends with a complete psychopath, you probably shouldn't be fucking one either.