、、。
She asked me, "Where are you going?"
Literal
She [topic-は] me [to-に], where [toward-へ] go [explanatory-のです] [question-か], [quotative-と] asked.
A direct quotation, marked here with commas (、) instead of formal 「」 brackets — a softer print convention common in literary writing. The quote preserves the polite ~のですか register, signaling that the original speaker addressed the listener with appropriate politeness. のです (here in the question form のですか) is the explanatory copula — 'is it that X?' — softer and more inviting than plain ~ますか. Notice how preserving register inside the quote tells you something about the speaker's relationship: she addressed the speaker politely, even though the narrator now reports it casually.