As you may notice, I have a long hair. I sent a snapchat to a friend of mine. She responded "That hair though" . Could you please explain me this structure and the use of "though"?

It's a casual way of saying your hair really stood out and grabbed her attention. This is used a lot by young people online and a common variation of it (very causal) is "dat ... tho". It's used in casual spoken English too.
So let's say I post a picture of myself and there's a freakishly huge dog in the background. A friend might comment and say "that dog though..."
Or maybe say I post a picture of myself shirtless and I'm really muscular. A friend might say "those abs though..."
I hope that helps. I use casual expressions like these all the time with my friends yet I struggle sometimes in explaining them. Let me know if anything isn't clear from my explanation.