My daughter is almost nine months and she still doesn't hold her bottle.
Most babies are able to hold their own bottle by the time they are nine months old.
Some babies start as early as six months and others don't do it until they are almost one year old. Of course not, if she is otherwise developmentally appropriate. I suggest that you speak with her physician to confirm this. It can be difficult for a parent not to compare their own child to someone else's. Whether it is in day care, a play group, or just talking to friends with similarly-aged children, it is a natural thing to look at the abilities of the children and be concerned if someone else's child is doing something that your child isn't even close to accomplishing.