She traveled to Europe last month.

Literal

She [topic-は] last-month Europe [toward-へ] traveled.

へ indicates the direction of travel — 'toward Europe.' While に and へ both mark destinations, へ emphasizes the direction or trajectory of movement, whereas に emphasizes the arrival point. ヨーロッパ is the standard Japanese rendering of 'Europe,' derived from Portuguese/Dutch rather than directly from English.