。
She gave me the cold shoulder and walked off.
Literal
She [topic-は] me [to-に] feigned-ignorance [object-を] doing walked-away [ended up-てしまった].
知らん顔をする literally 'to make a not-knowing face' — to pretend you didn't see someone, to feign ignorance, to give the cold shoulder. 知らん is the casual contraction of 知らない, common in spoken Japanese (and in Kansai dialect more broadly). The double auxiliary 歩いていって + しまった packs in two pieces of nuance: ~ていく conveys movement away from the speaker (walking off, into the distance), and ~てしまう adds a regretful 'and just like that, she was gone' — the speaker registers the action as final, irrevocable, and emotionally charged. The whole sentence reads less like a description and more like a quiet, hurt complaint.