。
She wants me to come with her.
Literal
She [topic-は] me [to-に] together come [want-てほしい] [quotative-と] thinking-is.
~てほしい ('want someone to do X') expresses the speaker's desire for another person's action — distinct from ~たい ('I want to do X'), which is for one's own desires. Embedding ~てほしい under 思っている ('is thinking') adds another layer: rather than directly asserting the want, the sentence reports it as her thought/feeling. Japanese is careful with attributing emotions to third parties: rather than saying flatly '彼女は来てほしい' (which would be ungrammatical anyway, since ~たい/~ほしい directly express only the speaker's emotions), it routes the want through 思っている ('she thinks/feels') for more natural attribution.