They don't mention it. Elsa's therapist urges her to talk to Anna, but she can't worked up the courage.
Their relationship changes after that day. Nothing explicit; really, Anna only notices when she stops to think about it.
Elsa stutters less, and she spends more time in the living areas than in the bedroom. It's still a little awkward, for obvious reasons, but Anna makes a concerted effort to not mention it.
They don't talk about the hug, but sometimes Anna notices Elsa watching her, arms wrapped around herself, a sad frown on her face.