She asked me if I was okay.

Literal

She [topic-は] me [to-に] okay [question-か] asked.

An embedded yes/no question: 大丈夫か serves as the embedded question clause, marked by the question particle か, and 聞く is the matrix verb of asking. Notice the absence of the quotative と here — it's grammatically optional with 聞く in casual speech, and dropping it gives a tighter, more conversational feel. Adding と and switching to the more formal 尋ねる would produce a more literary register, but here the bare embedded question feels right at home in casual conversation.