。
She worried that she might miss the train.
Literal
She [topic-は] train [to-に] miss-not [question-か] [quotative-と] worried.
The embedded question 乗り遅れないか ('might she miss it?') is marked with the quotative と and feeds into 心配した ('worried'). The か creates an indirect yes/no question — 'she worried whether she might miss it.' 心配する is the standard word for worrying.